In recent years, a revolution named Industry 4.0 has arisen. Industry 4.0 is presented as the integration of new advances in areas such as Cyber-Physical Systems, the Internet of Things and Everything (IoE), Cloud computing, the Internet of Services, Big Data Analysis, Smart Factories, Augmented Reality, among others. Industry 4.0 is not only a new industrial revolution, but also a crucial integration challenge that involves several actors from the IoE, which are people, data, services, and things. This paper proposes an approach to analyze the integration challenges in the context of Industry 4.0 using five integration levels, which are connection, communication, coordination, cooperation, and collaboration (5 C). In that sense, this paper presents a state of the art of recent studies in Industry 4.0 from an integration perspective, categorized according to the 5 C integration levels versus the four actors of IoE. Specifically, this paper considers several works intended to solve problems of autonomic integration in Industry 4.0 at the highest levels of the 5 C integration stack (coordination, cooperation, and collaboration). Also, this paper presents a case study from an integration perspective, which contemplates autonomy, self-organizing, among other aspects, in order to turn a traditional industry into a smart factory regarding the Industry 4.0 concept.