SSIS

SQL Server Integration Services

Do not install SSIS on the SQL Server machine unless you have a good reason. 

A good reason would be something like... you can't get budget to license a separate machine and you are licensed per individual virtual machine rather than per physical server with software assurance (aka "Maximum Virtualisation"). i.e. it's better to take a performance hit than run improperly licensed software.

Install on a dedicated machine if you can.

Create SSIS Catalog

SSMS

Above: "Create Catalog"

Right: Select checkboxes as appropriate and set a password (remember to store it safely for future use)

Below: This is what you should see if Catalog Creation is successful.

Bibliography