Information on this will probably get outdated fast because Microsoft is running to complete its work on this, but as today, June 9th 2017, support to create SQL Server Integration Services (SSIS) projects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.