This blog is showing you it is not straightforward to deploy a SSIS Project to Azure SSIS Integration Runtimes for now. It might get easier or it may not.
The first thing you need is Sql Server Management Studio at least 17.6.
Then you need to create a Data Factory following this.
Once the Data Factory is created then follow this link to Connect to the SSISDB Catalog database on Azure.
When you connect the SSISDB Catalog you need to choose the Options >> while connecting with SSMS.
Now you can follow the steps till execute the package. Remember to click the Connect in order to get the Next button enable. s
To test I created a project to transfer a 2 columns table to another table with 2 columns.
Once you are successfully running then you will see the screen like below in your SSMS.