I've tried using the binomial expansion of $(1-x^2)^n$ but I couldn't get the proper answer.
One may use integration by parts obtaining
$$
\begin{align}
I_n=\int_{0}^{1}(1-x^2)^ndx&=\left[x(1-x^2)^n\right]_{0}^{1}+2n\int_{0}^{1}x^2(1-x^2)^{n-1}dx
\\\\&=0+2n\int_{0}^{1}\left[(1-(1-x^2))(1-x^2)^{n-1}\right]dx
\\\\&=2nI_{n-1}-2nI_{n}
\end{align}
$$ then, using $I_0=1$, $I_1=\frac23,$
$$
I_{n}=\frac{2n}{2n+1}\cdot I_{n-1}, \quad n\ge1,
$$
one gets the announced result:
$$I=\int_{0}^{1}(1-x^2)^ndx=\frac{2}{3} \cdot \frac{4}{5} \cdots \frac{2n}{2n+1}={(2n)!!\over (2n+1)!!}, \qquad n\ge1.$$