The problem asks for a proof of the following equation, and I have no idea on how to approach this:
$$\int dx dp \delta(E-\frac{p^2}{2m}-\frac{m \omega^2 x^2}{2})f(E) = \frac{2\pi}{\omega}f(E) ,$$ for an arbitrary function $f(E)$, where $x$ and $p$ are the position and momentum, and $\delta$ is a Dirac delta function.