Integration tests check how components work inside WordPress.
For integration test setup the best way to set it up is either using Codeception, or WP-CLI.
If you don't have WP-CLI installed on your system, install it. There is a documentation on starting unit tests which you can find here.
Assuming you have a plugin on your testing environment, in the project root folder run
wp scaffold plugin-tests my-plugin
This will create several new files and folders in your plugin
bin/ install-wp-tests.sh tests/ bootstrap.php test-sample.php phpunit.xml .travis.yml
To initialize the testing environment locally go to your plugin directory and run the install script
bin/install-wp-tests.sh wordpress_unit_tests root '' localhost latest
The install script first it installs a copy of WordPress in the
/tmp directory (by default) as well as the WordPress unit testing tools. Then it creates a database to be used while running tests. The parameters that are passed to
install-wp-tests.sh setup the test database. Be sure that your mysql service is up and running if you're running tests outside of VVV.
After that you can run the plugin tests by writing