Integrated microwave photonics (MWP) is a rapidly growing field where high frequency microwave signals are processed in the optical domain, bringing key advantages of both microwave photonics and integrated optics technologies including low-losses, reconfigurability, advanced functionality, enhanced performance, and reduced footprint. The MWP spectrum generated from optical modulation carry utmost importance for the functionalities and performance of integrated MWP systems. Thus, precise phase and amplitude shaping of the MWP spectrum can open avenues to advanced functionalities presently unattainable. In this tutorial, we present a new concept of integrated MWP spectral shaping covering the basic principles, theory, and implementations of MWP spectral shaping for modulation transformation, reconfigurable filters, link linearization, and RF waveform generation.