Silicon technology provided a concrete basis of the integrated microelectronics revolution, and it might usher disruptive advances in photonics again. An integrated photonic system can potentially revolutionize instrumentation, time standards, spectroscopy, and navigation. Driven by these applications, various high-Q platforms have emerged over the last decade. However, applications require to satisfy challenging combinations of ultra-high-Q (UHQ) cavity performance, monolithic integration, and nonlinear cavity designs: the monolithic integration of UHQ devices still remains elusive. In this thesis, an integrated UHQ microcavity is demonstrated for the first time. A silicon nitride waveguide is monolithically integrated with a silicon oxide cavity, and the integrated waveguide can provide nearly universal interface to other photonic devices. Significantly, this thesis discusses far beyond setting a new record for integrated Q factor: the integrated UHQ cavity provides functionality as soliton source with electronic-repetition-rates. Demonstration of low-pump-power soliton generation at 15 GHz was previously possible in only discrete devices but essentially required for integrated self-referenced comb, which can unlock new level of performance and scale in an optoelectronic system. In addition, nonlinear cavity design is another outstanding challenge towards a further development on the optoelectronic system, and will be discussed in this thesis. The dispersion-engineered platform can potentially tailor the spectral bandwidth of frequency comb, and extend the frequency comb to visible and ultraviolet band. Importantly, the design methods are directly transferable to the integrated platform.