Windowed Fourier Analysis: Consider the signal f(t)= e^{2i(pi)(alpha)t}, ...

ehem

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I do not know how to even start the computation of this problem, in need of help!
Consider the signal f(t)= e2i(pi)(alpha)t, (alpha) contained in R and the Gaussian windown w(t)=e-(pi)t^2. Compute Wf(lamba,b) using the result: For a>0 and x is in R, (indefinite integral symbol of R) e-(pi)a(t+ix)^2 dt = a-1/2
 
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