do these are integrated into windows install or do install at boot?

Direct integration, old files are replaced with newer files from the hotfixes and needed registry entries are added.
If a hotfix isn't supported it will be set to install during setup.

nLite does not support all hotfixes, if you want to be able to choose no for the hotfixes nLite does not support direct integration for, you need to enable Display reports in advanced in hotfix section.

thanks you nice sugestion