@Morten, I do believe you would need API enabled to use the package. What edition of Salesforce are you using? Have you configured your Marketo/Salesforce synch yet? I would definitely do that before starting on MSI.
Thinking about this again, although the fact that you can't see the Salesforce icon in your admin is a problem, it feels like a separate issue.
In terms of installing Sales Insight, what you really need to find is the Sales Insight logo in the Admin. Do you see it there as per the picture below?
Have you followed all the steps in this article?
https://community.marketo.com/MarketoTutorial?id=kA250000000Kz61CAC