Integrated GPUs these days are pretty much built into the laptop's CPU. There's 'some' graphics processing hardware in there but not as much as you get with a proper CPU, and it shares RAM with the main system.
A dedicated graphics card on the other hand will have a GPU, which is a specialist CPU that's dedicated to just rendering graphics along with VRAM - video RAM - dedicated RAM for graphics processing.
Integrated GPUs are 'enough' for basic tasks, watching videos and fairly light gaming. They play older games relatively well but won't do so well with much from the past 10 years or so.