The fundamental theorem of calculus applies only to continuous functions. In general it is perfectly possible for a function to be integrable (its definite integral exists) yet have no anti-derivative. For example take f: R->R given by f(0) = 1 and f(x) = 0 for any x != 0. Then f has no anti-derivative (since the derivative of any function satisfies the intermediate value property - it is Darboux continuous) yet it is integrable on any interval (with integral zero).
In fact the converse fails as well in general. It is possible for a function to be the derivative of another function yet not be Riemann integrable. For example set f(x) = x^2 sin(1/x) for x != 0 and f(0) = 0. Then f' exists but is not Riemann integrable (since it's not bounded). On the other hand if f: [a,b]->R has an anti-derivative F: [a,b]->R _and_ f is Riemann integrable on [a,b] then the integral of f on the interval [a,b] is equal to F(b)-F(a).
[Edit: made a correction in last paragraph]