Step 1: Simplify the integrand.
We are asked to evaluate the integral:
\[
I = \int \frac{dx}{\cos x \sqrt{\cos 2x}}.
\]
We can use the identity \( \cos 2x = 2\cos^2 x - 1 \) to express \( \cos 2x \) in terms of \( \cos x \). This simplifies the integrand and allows us to rewrite the expression in a more manageable form.
Step 2: Apply a substitution.
We then use the substitution \( u = \tan x \), so \( du = \sec^2 x \, dx \), to transform the integral into a standard form. After solving the integral, we get the result:
\[
I = \sin^{-1} (\tan x) + c.
\]
Step 3: Conclusion.
Thus, the solution to the integral is \( \sin^{-1} (\tan x) + c \), which corresponds to option (D).