In this case, integrating the vector $\vec{f}(t)$ results in a vector $\vec{I}$. There are a couple ways to think about this. Probably the easiest is to think about $\vec{f}$ as having components $f_x,f_y,f_z$:
$$
\vec{f}(t) = \left[\begin{array}{c}f_x(t)\\f_y(t)\\f_z(t)\end{array}\right]
$$Each component is a scalar function, so integrating $\vec{f}(t)$ is the same as integrating each component separately:
$$
\int_{t_1}^{t_2}\vec{f}(t)dt = \left[\begin{array}{c}\int_{t_1}^{t_2}f_x(t)dt\\\int_{t_1}^{t_2}f_y(t)dt\\\int_{t_1}^{t_2}f_z(t)dt\end{array}\right]
$$ The other way to think about it is using the Riemann sum picture:
$$
\int_{t_1}^{t_2}\vec{f}(t)dt \approx \sum_{j=1}^n (\vec{f}(t_j)-\vec{f}(t_{j-1}))(t_{j}-t_{j-1})
$$This makes it clear that integrating a vector is just like subtracting, adding and scaling vectors, which is something you should know how to do.
There are many different ways to integrate vectors, in fact - this is just one way. For instance, there are line integrals that integrate a vector field along a curve to produce a scalar. Many other types of vector integrals would be covered in a "multivariate calculus" course.