Step 1: Start from the product rule.
We want a function $u(x)$ such that $\frac{d}{dx}(u\,y) = u\left(\frac{dy}{dx} + Py\right)$. Expanding the left side, $u\,y' + u'\,y$, we need $u' = Pu$.
Step 2: Solve for u.
$\frac{u'}{u} = P$, so $\ln u = \int P\,dx$ and $u = e^{\int P\,dx}$.
Step 3: Use u in the equation.
Multiply the given equation by $u$: $\frac{d}{dx}(u\,y) = Q\,u$. Integrate with respect to $x$: $u\,y = \int Q\,u\,dx + c$.
Step 4: Match the option.
Putting $u = e^{\int P\,dx}$ back gives $y\,e^{\int P\,dx} = \int Q\,e^{\int P\,dx}\,dx + c$, which is option 2.
Final Answer:
Option 2 is correct.
\[ \boxed{y\,e^{\int P\,dx} = \int Q\,e^{\int P\,dx}\,dx + c} \]