For the second part, they have used a confusing notation, because the $u$ in the desired form is not the same as the $u$ in the original equation. I will show how to get the coupled equations
$w_x = v_y, w_y = v_x$.
Let $v(x,y) = \frac{\partial u(x,y)}{\partial x}$ and let $w(x,y) = \frac{\partial u(x,y)}{\partial y}$. Then
$$w_x = \frac{\partial^2 u(x,y)}{\partial x\partial y}\\
v_y = \frac{\partial^2 u(x,y)}{\partial y\partial x} $$
and making a smoothness assumption, you can change the order of partial differentiation, so these two expressions are equal: $w_x = v_y$. And
$$w_y = \frac{\partial^2 u(x,y)}{\partial y^2}\\
v_x = \frac{\partial^2 u(x,y)}{\partial x^2} \\
v_x - w_y = \frac{\partial^2 u}{\partial x^2} - \frac{\partial^2 u}{\partial y^2} = 0
$$
For the third part, $x=\frac{s+t}{2}$ and $y=\frac{s-t}{2}$.
Then
$$
\frac{\partial u}{\partial x} = \frac12 \left( \frac{\partial u}{\partial s} + \frac{\partial u}{\partial t } \right) \\
\frac{\partial u}{\partial y} = \frac12 \left( \frac{\partial u}{\partial s} - \frac{\partial u}{\partial t } \right)
$$
whence
$$
\frac{\partial^2 u}{\partial x^2} = \frac14 \left( \frac{\partial^2 u}{\partial s^2} + 2\frac{\partial^ u}{\partial s \partial t } + \frac{\partial^2 u}{\partial t^2} \right)\\
\frac{\partial^2 u}{\partial y^2} = \frac14 \left( \frac{\partial^2 u}{\partial s^2} - 2\frac{\partial^ u}{\partial t \partial s } + \frac{\partial^2 u}{\partial t^2} \right)\\
u_{xx}-u_{yy} = \frac14 \left(4\frac{\partial^ u}{\partial s \partial t } \right) = u_{st}
$$
The solution to $u_{st}=0$ is $u(s,t)=f(s)+g(t)$, for arbitrary differentiable functions $f$ and $g$. This translates to a solution to the original equation
$$ u(x,y) = f(x+y) + g(x-y)$$
Try it out on some particular cases, like $u(x,y) = (x+y)^3 - 2(x-y)^2$ and you will see ilt alwyas satisfies the original equation.