I don't think it's a hard question, you just gotta interpret it correctly.
P and Q is really at points a,0 and 0,b. Semi diameters are like the "radius" of the ellipse. OP is a, OQ is b, hence OP^2 + OQ^2 = a^2 + b^2
Oh the points I chose can be interchangable..so P could be 0,b...etc