Integration Services project templates are now available in the latest release of SSDT for Visual Studio 2017.
Note: if you have recently installed SSDT for Visual Studio 2017. You need to remove the Reporting Services and Analysis Services installations before you proceed with installing SSDT.
I havent tried this scenario yet - I was scared off by the (unanswered) comments below the GA announcement blog post:
I'll be staying on VS15 for a while ...
There is no BI project in Visual Studio. Youll need to download SSDT. SSDT 2017 works fine :)
Information on this will probably get outdated fast because Microsoft is running to complete its work on this, but as today, June 9th 2017, support to create SQL Server Integration Services (SSIS) projects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.
SSIS Integration with Visual Studio 2017 available from Aug 2017.
I installed in July 2018 and appears working fine. See Download link