I'm using Debian stable and its fzf. What do you mean by "doesn't support shell integration"?

I use it... in my shell? Using various shortcuts? Ctrl+T to select file? Alt+C to change dir? Ctrl+R to search history? I use this for my shell integration:

    function maybe_source { [ -f "$1" ] && source "$1" }
    maybe_source /usr/share/doc/fzf/examples/key-bindings.zsh                                                                 
    maybe_source /usr/share/doc/fzf/examples/completion.zsh