Repost from Davild Klein's blog : Programatic SSIS

Location of Microsoft.SqlServer.Dts.Runtime when Programmatically Running an SSIS 2008 Package. If you are having problems finding the DLL to reference to programmatically run an SSIS Package, you should find it in the following location:

%Program files%\Microsoft SQL Server\100\SDK\Assemblies\Microsoft.SQLServer.ManagedDTS.dll

Take note that you may have several directories under %Program files%\Microsoft SQL Server\

If you have upgraded through different versions of SQL Server. Try looking through each of these to find the correct version of Microsoft.SQLServer.ManagedDTS.dll

So assuming you installed it on C:\ you should find it in the following locations:

For SQL 2005:
C:\Program files\Microsoft SQL Server\90\SDK\Assemblies\Microsoft.SQLServer.ManagedDTS.dll

For SQL 2008:
C:\Program files\Microsoft SQL Server\100\SDK\Assemblies\Microsoft.SQLServer.ManagedDTS.dll







*Updated for SQL 2012*
 C:\Program Files\Microsoft SQL Server\110\SDK\Assemblies


** Make sure you have the Client SDK installed or it may be a little hard to find =]