I can't find UpdateShield Integrator in the ElecKey PLUS.

The UpdateShield Integrator is actually built in ElecKey Integrator since both share several same settings. So you only need to run ElecKey Integrator to apply both the software protection and software update features to your program. You would run ElecKey Integrator as described in the tutorials. In the Protection Options dialog box, under the UpdateShield tab, you can enable the software update features.
Note that the ElecKey PLUS editions includes the UpdateShield features built in ElecKey Integrator. The ElecKey Enterprise PLUS edition includes the UpdateShield and Update Server.