Depends on the motherboard and CPU. On the Intel side, integrated graphics have been provided by the CPU since the first gen i3s released back in 2010. If you have integrated graphics on an intel system with a Core i3/5/7 or a Pentium or Celeron based on those CPUs, the integrated graphics are on the CPU. If you have an older system with a Core 2 series CPU or older, the integrated graphics are on the motherboard.
On the AMD side, integrated graphics are still provided by the motherboard unless you have one of AMD's APUs (A or E series Processor only. Athlon, Phenom, and FX do not include integrated graphics on the CPU)