Step 1: Rewrite $\cos 2x$ to expose a tangent.
Use $\cos 2x = \cos^2 x - \sin^2 x = \cos^2 x(1 - \tan^2 x)$.
Step 2: Substitute into the radical.
$\sqrt{\cos 2x} = \cos x\,\sqrt{1 - \tan^2 x}$ (taking $\cos x > 0$ on the working interval).
Step 3: Put this into the integral.
$\displaystyle\int \dfrac{dx}{\cos x\cdot\cos x\sqrt{1 - \tan^2 x}} = \int \dfrac{dx}{\cos^2 x\,\sqrt{1 - \tan^2 x}}$.
Step 4: Recognise $\sec^2 x$.
$\dfrac{1}{\cos^2 x} = \sec^2 x$, so the integral is $\displaystyle\int \dfrac{\sec^2 x}{\sqrt{1 - \tan^2 x}}\,dx$.
Step 5: Substitute $t = \tan x$.
Then $dt = \sec^2 x\,dx$, turning the integral into $\displaystyle\int \dfrac{dt}{\sqrt{1 - t^2}}$.
Step 6: Integrate and back-substitute.
$\displaystyle\int \dfrac{dt}{\sqrt{1 - t^2}} = \sin^{-1}t + c = \sin^{-1}(\tan x) + c$.
\[ \boxed{\sin^{-1}(\tan x) + c} \]