When you install Integration Manager, it should add it to the Dynamics.set file used to launch Dynamics GP.
Then, under 'Microsoft Dynamics GP' menu, if you click on Tools > Integrate, you'll see options for 'Integration Manager' which will launch the actual IM application, or 'Run Integration' which allows you to run an integration from within Dynamics GP.
If you don't have Integration Manager in the Dynamics.set file, those options may be available, but will be disabled to the users, including 'sa'.
I believe you also need to have 'Customization Site Enabler' marked as active, in the Registration window for Dynamics GP, for these options to be available.
There's nothing we need to add or change in the Dex.ini for this.
Thanks