Note that $f(x) = e^{-|x|}$ is a radial function. That means if $U$ is any unitary matrix, i.e it correspond to a rotation then $ f(Ux) = f(x)$. In order to see this, let $ x = r\gamma $ where $|x| = r$ and $ \gamma = (\sin \theta \cos \phi, \sin \theta \sin \phi, \cos \theta) $, then you see that $f(r\gamma) = e^{-r}$ that is independent on $\phi $ and $\theta$. Now you can check that this implies that the fourier transform of $f$ is also a radial function. Note that is $U$ is a unitary matrix then $\det U = 1$ and $U^{-1} = U^*$ (the conjugate transpose).
With this in mind we know that $ \widehat{f} (\xi) = \widehat{f} (\rho \eta)$ where $ \rho = |\xi| $ and $ \eta= (\sin \theta_2 \cos \phi_2, \sin \theta_2 \sin \phi_2, \cos \theta_2) $ and $\widehat{f} (U\rho \eta) = \widehat{f} (\rho \eta)$ so chose $U$ in such a way that it rotate the point $ \eta= (\sin \theta_2 \cos \phi_2, \sin \theta_2 \sin \phi_2, \cos \theta_2) $ on the unit sphere to the point $(0,0,1)$.
Then your integral becomes
$$ \int_{0}^{\infty}\int_{S^2}e^{-r}e^{-i \rho r \cos \theta} r^2\sin \theta d\theta d \phi dr $$
Now you can solve this integral by substituting $u = \cos \theta$