The contour $C$ is a wedge-shaped contour of angle $2 \pi/n$, as you state, with respect to the positive real axis. This contour may be broken into 3 pieces:
$$\oint_C \frac{dz}{1+z^n} = \int_0^R \frac{dx}{1+x^n} + i R \int_0^{2 \pi/n} d\phi \, e^{i \phi} \frac{1}{1+R^n e^{i n \phi}} - e^{i 2 \pi/n} \int_0^R \frac{dx}{1+x^n} $$
The second integral vanishes in the limit as $R \to \infty$; in fact, it vanishes as $1/R^{n-1}$ in this limit. The rest is equal to $i 2 \pi$ times the residue at the pole at $z=e^{i \pi/n}$; note that this pole is interior to $C$ and therefore no further deformation of $C$ is necessary.
The residue theorem then implies
$$\left ( 1-e^{i 2 \pi/n}\right) \int_0^{\infty} \frac{dx}{1+x^n} = \frac{i 2 \pi}{n e^{i \pi (n-1)/n}}$$
The final result is
$$\int_0^{\infty} \frac{dx}{1+x^n} = \frac{\pi}{n \sin{(\pi/n)}}$$