That's because there is no primitive of the function sinx/x.
I assume you know that ordinary functions can be differentiated and the result be another "familiar" function.But this does not apply for primitives.There are functions like sinx/x,cos/x,exp(x^2),etc. which do not have primitives.That is,u cannot find a function which to differentiate to get the function you wish to integrate.
However,numerical methods based on Taylor/Mac Laurin formula(s) can be used to obtain results.For example,to find the primitive of sinx/x,u need to expand sinx and divide each term of the expansion term by x and integrate the results.You'll have then a new infinite series,which could be seen as the Taylor/Mac Laurin exapansion of the function u are looking for.
This thing works for functions which "behave" pretty well as to apply Taylor/Mac Laurin formula(s) to them.The 3 examples i have stated prove this assertion.
To find definite integral values for the 3 functions mentioned above,try to get a hand on 2 books:M.Abramowitz,I.Segun:"Mathematical functions and tables" and Rytzhik and Gradstein:"Tables of integrals" and search for sine integral function,cosine integral function and erf(error) function.
P.S.I'm not at the library anymore,so from now on,when i give indications to certain books always doubt the veridicity of the names and titles stated,as i give them from my memory to which i have no recollection of having ever been treated with glucosis.So it cold fail me someday.Hopefully not soon.