When Visual Studio 2019 is just installed, there is no SSDT for SQL 2019 to have SSIS projects.
In order to solve this issue, it is necessary to install the SSIS projects separately.
The current article will explain how to solve this issue.
Steps to install SSIS projects in Visual Studio 2019
In the VS menu, go to Extensions > Manage Extensions
Search for SQL Server Integration Service Projects and install it.
And after installing it you can create the SSIS Project and under if ZappySys Components are missing.
Please check the Target SQL Server Version, make sure you need change the Target SQL Server version from 2022 to SQL Server 2019 or an older one.