To get velocity from acceleration, you need to integrate with respect to time. But your expression of acceleration is given with respect to position. Thus, your current calculation is not correct. You need to figure out how to convert the position-dependent information to time-dependent information.
Since they give you the solution and you just have to prove it is correct, you should start from the velocity information and see if you can get from there to acceleration - noting that
$$a=\frac{dv}{dt} = \frac{dv}{dx}\cdot\frac{dx}{dt}=\frac{dv}{dx}\cdot v$$
Now we know $v(x)$ so we can differentiate that with respect to $x$; then we multiply by $v$ and should get the expression for $a$ that was given.
$$\begin{align}\\
v &= 0.2\sqrt{1-e^{-4x}}\\
a &= 0.2\cdot \frac12 \cdot\left(1-e^{-4x}\right)^{-\frac12}\cdot 4e^{-4x}\cdot 0.2\sqrt{1-e^{-4x}}\\
&= 0.08 e^{-4x}\end{align}$$
Q.E.D. - no integration required.