In[10]:= Integrate[(1 - Exp[-x])/x Cos[x], {x, 0, ul},
Assumptions -> {ul > 0}]
Out[10]= 1/2 (2 CosIntegral[ul] - ExpIntegralEi[(-1 - I) ul] -
ExpIntegralEi[(-1 + I) ul] + Log[2])
In[11]:= Limit[%, ul -> [Infinity]]
Out[11]= 1/4 (Log[-2 - 2 I] - Log[-1 - I] - Log[-1 + I] +
Log[-(1/2) + I/2] - Log[1/2 - I/2] - Log[1/2 + I/2] + Log[1 - I] +
Log[1 + I])
In[12]:= FullSimplify[%]
Out[12]= Log[2]/2