[docs] Add integrate.md (microsoft#24756)

* [docs] Add integrate.md

* PR comments

* [docs] Fix links

docs/commands/integrate.md

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+# vcpkg integrate
+
+**The latest version of this documentation is available on [GitHub](https://github.com/Microsoft/vcpkg/tree/master/docs/commands/integrate.md).**
+
+## Synopsis
+
+**Buildsystem Integration**
+```no-highlight
+vcpkg integrate [options] install
+vcpkg integrate [options] remove
+vcpkg integrate [options] project
+```
+**Shell Integration**
+```no-highlight
+vcpkg integrate [options] powershell
+vcpkg integrate [options] bash
+vcpkg integrate [options] zsh
+vcpkg integrate [options] x-fish
+```
+
+## Description
+
+Integrate vcpkg with shells and buildsystems.
+
+### `vcpkg integrate install`
+
+Integrates with [Visual Studio](../users/buildsystems/msbuild-integration.md#user-wide-integration) (Windows-only), sets the user-wide vcpkg instance, and displays CMake integration help.
+
+On Windows with Visual Studio 2015, this subcommand will add redirecting logic into the MSBuild installation which will automatically pick up each user's user-wide vcpkg instance. Visual Studio 2017 and newer have this logic in the box.
+
+To set the user-wide vcpkg instance, vcpkg creates a few short files containing the absolute path to the vcpkg instance inside the user's user-wide configuration location:
+
+- `%LOCALAPPDATA%\vcpkg` or `%APPDATA%\Local\vcpkg` on Windows
+- `$HOME/.vcpkg` or `/var/.vcpkg` on non-Windows
+
+Displays the full path to the [CMake toolchain file](../users/buildsystems/cmake-integration.md). Running this command is not required to use the toolchain file.
+
+### `vcpkg integrate remove`
+
+Removes the user-wide vcpkg instance setting.
+
+This command deletes the linking files from the user-wide configuration location created by `vcpkg integrate install`.
+
+### `vcpkg integrate project`
+
+Creates a linked NuGet package for MSBuild integration.
+
+See [MSBuild Per-Project Integration](../users/buildsystems/msbuild-integration.md#linked-nuget-package) for more information.
+
+### `vcpkg integrate powershell`
+
+**Windows Only**
+
+Adds vcpkg tab-completion support to the current user's Powershell profile.
+
+### `vcpkg integrate bash`
+
+**Non-Windows Only**
+
+Adds vcpkg tab-completion support to the current user's `.bashrc` (`.bash_profile` on MacOS).
+
+### `vcpkg integrate zsh`
+
+**Non-Windows Only**
+
+Adds vcpkg tab-completion support to the current user's `.zshrc`.
+
+### `vcpkg integrate x-fish`
+
+**Non-Windows Only**
+
+Adds vcpkg tab-completion support to the current user's fish shell completions directory.
+
+## Example
+```no-highlight
+$ vcpkg integrate install
+Applied user-wide integration for this vcpkg root.
+
+CMake projects should use: "-DCMAKE_TOOLCHAIN_FILE=/workspaces/vcpkg/scripts/buildsystems/vcpkg.cmake"
+```
+
+## Options
+
+All vcpkg commands support a set of [common options](common-options.md).