Draw the curve $y=x^2$, and the line $y=2$, and the line $x=\sqrt{2}$.
Our integral has $y$ going from $x^2$ to $2$, and then $x$ going from $0$ to $\sqrt{2}$.
So we are integrating over the part of the first quadrant which is above $y=x^2$, and below $y=2$.
We don't really want to try to find an antiderivative of $(y^2+1)^{1/4}$. In fact, this function does not have an elementary antiderivative. But at least it looks hard.
So integrate first with respect to $x$, from $x=0$ to $x=\sqrt{y}$. Then let $y$ go from $0$ to $2$.
When we integrate $x$, we get $x^2/2$. When we evaluate at $\sqrt{y}$ and $0$, we end up with an expression of shape $ky(y^2+2)^{1/4}$. This integrates easily.