After some tests I think that
Conjecture 1 Let $x \in \mathbb{R}_+$ then $$ \int_{0}^{x}\left\{\,1 \over t\,\right\}\,{\rm d}t = 1 - \gamma + H_{\left\{1/x\right\}} - x\left\lfloor\, 1/x\,\right\rfloor + \log\left(\,x\,\right) $$
Where $\{x\} = x - \left\lfloor\, x\,\right\rfloor$ is the fractional part of a number, and $H_{n} = \sum_{k=1}^{n} 1/n$ is the sum of the $n$ first harmonic numbers. I have confirmed the result above for integral for $x\geq 1$. It reduces to $$ \int_0^x \left\{1 \over t\right\}\,{\rm d}t = 1 - \gamma + \log\left(\,x\,\right)\,, \qquad x \geq 1 $$ Does the above result hold for $x \in \left(\,0,1\,\right)$ ? Does the more general integral $$ \int_{0}^{x}\left\{\,1 \over t\,\right\}^{p}\,{\rm d}t = 1 - \gamma $$ Where $x \in \mathbb{R}$ and $p \geq 1$ have a similar closed form?
I know the case with $p \geq 1$ and $x=1$ has been solved.
Let's focus on the case $x \in (0,1)$, the difficult part.
(where $\{x\} = x - \lfloor x\rfloor$ is the fractional part of a number, and $H_n = \sum_{k=1}^n 1/k$ are the harmonic numbers.)
Please, your Conjecture 1, as stated above, is not in accordance with the numerical results obtained from WA/Mathematica, when $x=\frac12, \frac13, \frac14, \cdots$. Could you please check it?
For example, you may find that $$ \int_0^{1/2} \left\{ \frac{1}{t} \right\}\,\mathrm{d}t = \frac32- \gamma- \log 2 = 0.2296371545 ... , $$ whereas putting $x=1/2$ in Conjecture 1 doesn't give the same result (it produces a negative number).
We could suggest the following partial conjecture.
This one matches the numerical approximations.
We have the following result.
Proof. We start as aziiri did. $$\begin{align} \int_0^x \left\{\frac{1}{t} \right\}^p \mathrm{d}t & = \int_{1/x}^{\infty} \frac{\{u\}^p}{u^2} \mathrm{d}u \\ & = \int_{1/x}^{\lfloor1/x\rfloor+1} \frac{\{u\}^p}{u^2} \mathrm{d}u +\int_{\lfloor1/x\rfloor+1}^{\infty} \frac{\{u\}^p}{u^2} \mathrm{d}u \\ & = \int_{1/x}^{\lfloor1/x\rfloor+1} \frac{(u-\lfloor1/x\rfloor)^p}{u^2} \mathrm{d}u +\int_0^{{\small \displaystyle \frac{1}{\lfloor1/x\rfloor+1}}} \left\{ \frac{1}{t} \right\}^p\mathrm{d}t \end{align}$$ then we apply the binomial expansion to explicit the first integral on the last line.