Putting $ \displaystyle=4, \alpha=2, n=2 $ in my post,
$$\int_{0}^{\infty} \frac{x^{n}}{\left(1+x^{m}\right)^{\alpha}}dx=\frac{\pi}{m(\alpha-1) !} \csc\frac{(n+1) \pi}{m}\prod_{k=1}^{\alpha-1}\left(\alpha-k-\frac{n+1}{m}\right)$$
we can conclude that $$ \begin{aligned} I &=\frac{\pi}{4(2-1) !} \csc \frac{3 \pi}{4}\left(1-\frac{3}{4}\right) \\ &=\frac{\sqrt{2} \pi}{16} \end{aligned} $$
Question:
Is there any other method?
Your suggestion and alternative are warmly welcome.