It is not true that ${\rm d}V$ in the volume integral $\int {\rm d}V$ means ${\rm d}(xyz)$. Instead, it means $\int{\rm d}x\,{\rm d}y\,{\rm d}z$: the infinitesimal volume ${\rm d}V$ is the same thing as the product of the three infinitesimal "linear factors": it makes absolutely no sense to go from the infinitesimal ${\rm d}V$ to the "whole" $V$ and then "differentiate it back".

A triple integral is just a sequence of three integrations in a row. You may first integrate over $z$, then over $y$, then over $x$. Alternatively, you may often use more convenient coordinates – axial, spherical, or others – and make the calculation more tractable. Many of those triple integrals are exactly solvable, others are not. It's a purely mathematical question which of them may be expressed in terms of simple functions.

In these integrals, while calculating the moment of inertia, you may write down the general formula
$$ I = \int {\rm d} V\,\rho\,r^2 $$
where $\rho$ is a mass density at the given point (where the small volume ${\rm d}V$ is located). If $\rho$ is equal to zero except for an interval, you may replace the integral above, which was assumed to be from $-\infty$ to $+\infty$ so that the whole space is covered, by the integral over the interval where $\rho$ is nonzero.

This post imported from StackExchange Mathematics at 2014-06-02 20:29 (UCT), posted by SE-user Luboš Motl