Why don't we see integration option when logged in FedEx Ship Manager Software?

This will be the case if you are using any other other programs called FedEx Integrator to integrate to QuickBooks.  Due to licensing constraints, once FXI is loaded on a system, the integration wizard disappears. You can tell that FXI is installed by looking at the version number.  If it has a capital "I" after the version number, you will know that the wizard will not be visible.