They are built into the IC substrate just like the transistors are.
[In general](https://www.eeeguide.com/integrated-circuits/)
[Resistors](https://www.eeeguide.com/integrated-resistor/)
[Capacitors](https://www.eeeguide.com/parallel-plate-capacitor-in-ic-fabrication/)
[Inductors(coils)](https://miscircuitos.com/an-overview-of-on-chip-inductors-for-integrated-circuits-ic-types-pro-cons/) are possible but have significant drawbacks.
[And often they’re placed as SMD’s outside the IC](https://i.stack.imgur.com/tyX7O.jpg) like here on the backside of a CPU package if you can’t build one of the necessary specifications on the IC.
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