Is there any facility to create site from Muse and integrate it to umbraco for CMS purpose?
short answer is no
you could convert the muse Html to basic Worpress and use that but to be honest only a bored coder would consider doing that
use a cms made to work with Muse (like Publiz) or just don't use Muse as its eol
But , we can create template using Muse and customize using umbraco or something like that is it wrong?
yes you can if you want to (and know how)
I'm unsure why you'd want to integrate these 2 platforms with one another but it might be because you'd like to showcase an interactive animation on one of your pages (and as yet this is not possible to achieve in Umbraco to the best of my knowledge). Muse, however CAN accommodate interactive animation and is useful as such for providing the possibilities of, let's say, giving you the option to design a page which mimics the page branding/colours etc of a pre-existing Umbraco website which you'd like to work in unison.
With Adobe's announcement - to stop supporting Muse the future looks very uncertain.
Achieving HTML5 animation which works with a trusted design package needs to be a priority for Adobe and at the very least should be supported. I don't think enough is being done to develop this area so I'm very much hoping Adobe will fix this hole with a replacement package very soon.