Answer:

Let n = 5.

Then 9 + 16 = 25,  and 3² + 4² = 5².

Or Let n = 10.

Then 36 + 64 = 100,  and 6² + 8² = 10².

This shows that there exist some integers (5 and 10 here) such that when squared, are equal to the sum of 2 squares.