#x \ dy - y \ dx = sqrt(x^2 + y^2) dx#
#implies \ y' - y/x = sqrt(1 + (y/x)^2) #
Let: #z = y/x qquad qquad z' x + z = y'#
#implies \ z' x + z - z = sqrt(1 + z^2) #
#implies \ (z')/sqrt(1 + z^2) = 1/x #
#implies \int \ (dz)/sqrt(1 + z^2) = int \ (dx)/x #
You can prove this for yourself:
#int 1/sqrt(1 + z^2) \ dz = sinh^(-1)(z) + C#
#implies \ sinh^(-1) z = ln|x| + C #
# z = sinh (ln|x| + C ) #
#implies y = x ( sinh (ln|x| + C ) )#