One way to calculate a volume integral of a vector field $\mathbf{u}(\mathbf{x})$ is to expand $\mathbf{u}$ into its Cartisian components: $\mathbf{u}(\mathbf{x})=\mathbf{\hat e}_xf(\mathbf{x})+\mathbf{\hat e}_yg(\mathbf{x})+\mathbf{\hat e}_zh(\mathbf{x})$, where $f,g,h$ are scalar fields. Then by linearity (the unit vectors are constants),
$$\int_V\mathbf{u}(\mathbf{x})dV=\int_V\left(\mathbf{\hat e}_xf(\mathbf{x})+\mathbf{\hat e}_yg(\mathbf{x})+\mathbf{\hat e}_zh(\mathbf{x})\right)dV\\\ =\mathbf{\hat e}_x\int_Vf(\mathbf{x})dV+\mathbf{\hat e}_y\int_Vg(\mathbf{x})dV+\mathbf{\hat e}_z\int_Vh(\mathbf{x})dV.$$
So the volume integral of a vector field is just the vector whose components are scalar field volume integrals.