With Visual Studio 2019, the required functionality to enable Analysis Services, Integration Services, and Reporting Services projects has moved into the respective Visual Studio (VSIX) extensions only. Integration Services is required in order to use the mSQL SSIS components.
There's no SSDT standalone installer for Visual Studio 2019.
Install SSDT with Visual Studio 2019
If Visual Studio 2019 is already installed, you can edit the list of workloads to include SSDT. If you don’t have Visual Studio 2019 installed, then you can download and install Visual Studio 2019 Community.
For SQL Database projects, select SQL Server Data Tools under Data storage and processing in the list of workloads.
Then you must install the Integration Services Extension Separately after adding Data Tools
After installing the Integration Services Extension
Start Visual Studio 2019 you will get almost the similar screen below. Click Create a new project.
Click on Integration Services Project, Click Next.
Enter the Project name and Location. Click Create.