At the level that Mathcad works at integrals are not in any particular coordinate system -- rather they are in terms of particular variables. That these variables may represent coordinates in some coordinate system is something Mathcad neither knows nor cares about. It is up to you to set up the integral so that it represents what you want.
You can use the symbolic processor to rewrite a function expressed in one coordinate system to be expressed in a different coordinate system. Mathcad has some built in coordinate conversion functions (xyz2sph, sph2xyz, xyz2cyl, cyl2xyz), but the symbolic processor does not recognize them, so to use the symbolic processor you need to provide you own transformation functions. And when rewriting integrals, don't forget the Jacobian.
I have an old sheet doing line integrals in different coordinate systems at
http://collab.mathsoft.com/read?45574,10e#45574 . This is not exactly what you are after, but it does show how to do coordinate transformations. This was done in MC11 (or possibly MC2001i -- it's quite old) and may or may not work in MC14.
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� � � � Tom Gutman