If y = ax + 2a², then its derivative is dy/dx = a. Substitute y and dy/dx into the given equation and check if it results in an identity:
2 (dy/dx)² + x dy/dx - y = 0
2a² + ax - (ax + 2a²) = 0
0 = 0
This is of course true, so y = ax + 2a² is indeed a solution to the given equation.