One method is to just type WolframAlpha["command here"] and then click on the show step by step on top right corner of the result that displays on the notebook, assuming Wolfram Alpha gives an answer.
If the above does not work, try
WolframAlpha["Integrate[x Sin[x],{x,0,Pi}]", {{"Input", 2}, "Content"}, PodStates -> {"Input__Step-by-step solution"}]
Another example
WolframAlpha["solve y''=-y", IncludePods -> "DifferentialEquationSolution", AppearanceElements -> {"Pods"}, TimeConstraint -> {20, Automatic, Automatic, Automatic}, PodStates -> {"DifferentialEquationSolution__Step-by-step solution"}]
or for text output
WolframAlpha["solve y''=-y", {{"DifferentialEquationSolution", 2}, "Plaintext"}, PodStates -> {"DifferentialEquationSolution__Step-by-step solution"}]
Another example
WolframAlpha["q*c'[x]==k*c[x], c[0]==c0", PodStates -> {"Step-by-step solution"}]