Step 1: Identify the given integral as a convolution.
The given integral is
\[
\int_0^t p\sin(t-p)\,dp,
\]
which is the convolution of
\[
f(t)=t
\]
and
\[
g(t)=\sin t.
\]
Hence,
\[
f*g=\int_0^t f(p)g(t-p)\,dp.
\]
Step 2: Apply the convolution theorem.
Using the convolution theorem,
\[
\mathcal{L}\{f*g\}
=
\mathcal{L}\{f\}\,
\mathcal{L}\{g\}.
\]
Now,
\[
\mathcal{L}\{t\}
=
\frac1{s^2},
\]
and
\[
\mathcal{L}\{\sin t\}
=
\frac1{s^2+1}.
\]
Therefore,
\[
\mathcal{L}\left\{\int_0^t p\sin(t-p)\,dp\right\}
=
\frac1{s^2(s^2+1)}.
\]
Step 3: Express the result in the required form.
Using partial fractions,
\[
\frac1{s^2(s^2+1)}
=
\frac1s-\frac{s}{s^2+1}.
\]
Therefore,
\[
\boxed{\frac1s-\frac{s}{s^2+1}}
\]
is the correct answer.
Thus,
\[
\boxed{(C)}
\]
is the correct answer.