Based on what you explained, my guess is that you are provisioning these machines using HBC (i.e. Host Based Configuration) method that is not supported in ME versions <6.2. Can you confirm?
I am bit new to this. But I think you are right. So for ME versions <6.2 I need to set up a SCS with a dns record "ProvisionServer".
This SCS can be installed on my Sccm server. But wil it be intergrated in Sccm?
"ProvisionServer" DNS record is not required for provision in this scenario, it's a legacy resource used by old AMT versions to find the SCS, even when you don't an Operating System.
For AMT <6.2 you must use PKI provisioning that rely on 3rd party certificates for provision, since these versions does not support HBC - In Intel Setup and Configuration Software (Intel SCS) User Guide that you can find in Intel SCS package, chapter 10.
In order to integrate with Microsoft SCCM, you can use the Intel SCS Add-On for SCCM installed in SCCM Server.
There is no requirement to put Intel SCS and SCCM in the same box, usually the best practice is install Intel SCS in a dedicated server/VM.