Visual Studio 2017 does not have Business Intelligence Integration Services/Projects
VS2017 supports ssis or ssrs projects if you install SSDT for VS2017 here.
Click on the newly downloaded file and check SSIS or SSRS components that you required, as show in diagram :-
Once you have installed this, try opening ssis / ssrs project. I managed to open ssis developed on vs2010.
You should see these component installed. (reboot if you don't see them).
Try open your project again. If you get 'incompatible project' - right click on your project, select "reload project" (not reopen the solution)
Information on this will probably get outdated fast because Microsoft is running to complete its work on this, but as today, June 9th 2017, support to create SQL Server Integration Services (SSIS) projects on Visual Studio 2017 is not available. So, you can't see this option because so far it doesn't exist yet.
Beyond that, even installing what is being called SSDT (SQL Server Data Tools) in VS 2017 installer (what seems very confusing from Microsoft's part, using a known name for a different thing, breaking the behavior we expect as users), you won't see SQL Server Analysis Services (SSAS) and SQL Server Reporting Services (SSRS) project templates as well.
Actually, the Business Intelligence group under the Installed templates on the New Project dialog won't be present at all.
You need to go to this page (https://docs.microsoft.com/en-us/sql/ssdt/download-sql-server-data-tools-ssdt) and install two separate installers, one for SSAS and one for SSRS.
Once you install at least one of these components, the Business Intelligence group will be created and the correspondent template(s) will be available. But as today, there is no installer for SSIS, so if you need to work with SSIS projects, you need to keep using SSDT 2015, for now.
I havent tried this scenario yet - I was scared off by the (unanswered) comments below the GA announcement blog post:
https://blogs.msdn.microsoft.com/ssdt/2017/04/19/announcing-the-general-availability-ga-release-of-ssdt-17-0-april-2017/
I'll be staying on VS15 for a while ...