Grapher is cool, but

For the LIFE of me, I couldn't figure out how to make it perform an integral. I tried adding dx, and then ∂x, but nothing worked.

It's because the program expects the integral to have the same syntax as the summation. So, rather than (TeX notation)

\int_0^1 x dx

You are supposed to write:

\int_{x=0}^1 x

Hopefully, this will be helpful to anyone looking how to do some fanciness with Grapher.