One can first solve the integral with the substitution $u=\ln(x)$, which gives us
$$\int u^b\ du=\frac{u^{b+1}}{b+1}\color{#888888}{+c}$$
Placing in bounds, we then get
$$\left.\int_e^a\frac{(\ln(x))^b}x\ dx=\frac{(\ln(x))^{b+1}}{b+1}\right|_{x=e}^{x=a}$$
as $a\to\infty$, this integral exists if $(\ln(x))^{b+1}$ goes to $0$, i.e. for $b<-1$.
For $b=-1$, the integral turns out to be $\ln(\ln(x))$, which diverges.