The usual approach is to use what is known as an Integrating Factor.
For your example, start by moving a(t)y(t) to the lhs and then multiply throughout by
$$\displaystyle \exp\{\int-a(t)dt\}$$
The lhs will then be a perfect derivative,
$$\displaystyle \frac{d}{dt}\left[\exp\{\int-a(t)dt\}.y(t)\right]$$
and, (hopefully), you can then integrate both sides, having already (hopefully), integrated a(t).