First let's remember what a Rational number is. A Rational number is that one that can be written in this form (as a fraction):

Where "a" is the numerator and "b" is the denominator.
Integers include negative numbers and, positive numbers and zero. For example, these are Integers:

An Integer is always a Rational number, because it can be written as a fraction with denominator 1:

Then:
A Rational number that is not an Integer is different from a Rational number that is an Integer, because the first one must be written with a denominator. For example:

but the second one can written showing only the numerator (because it is know that all Integers have denominator 1):

Therefore, all Integers are Rational numbers, but a Rational number is not always an Integer.