Andy Leonard shows how to create an SSIS catalog:
Check the “Enable CLR Integration” checkbox to enable the other controls on the form.
I recommend you also check the “Enable automatic execution of Integration Services stored procedure at SQL Server startup” checkbox. This feature causes a stored procedure to execute whenever SQL Server starts. The stored procedure will identify any SSIS packages in a running (or other “active”) status and mark them as “Ended Unexpectedly.” You want this. Trust me. (As my friend Kevin Boles (LinkedIn | @thesqlguru) says, “Push the trust me button and let’s move on,” (paraphrased).
You cannot alter the name of the SSIS Catalog database. It is SSISDB. And, as in Highlander, there can be only one SSIS Catalog per instance of SQL Server.
This post is full of helpful notes if you’ve never used the SSISDB database before.