You can use the command line wallet (`monero-wallet-cli`) to create an integrated address.

    [wallet 45xxxx]: help integrated_address 
    Command usage: 
      integrated_address [<payment_id> | <address>]
    
    Command description: 
      Encode a payment ID into an integrated address for the current wallet public address (no argument uses a random payment ID), or decode an integrated address to standard address and payment ID

So launch the cli like:

    ./monero-wallet-cli --wallet-file path/to/your/wallet

Then run the command:

    integrated_address anyid

Which will then print out an integrated address.

Note that integrated addresses are being phased out in favor of subaddresses. So consider using an exchange that properly supports Monero.