I have an apartment with KNX thermostats and relay module with controls underfloor heating valves. I am thinking about integrating this into OpenHAB. AFAIK I need to get KNX to IP gateway for that. But do I need to call somebody to add that IP gateway to the KNX network or can I do it myself? I see that ETS is a software for programming devices, but I don’t have any existing configuration/project files, so I assume I will need to reprogram everything from scratch in this case?
Well… 
First, a knx/IP Interface is most common way to connect to knx, but you can also use an USB or even RS232 Interface.
You will need at least a list of used GA (Group Address). the whole knx system communication is done via GA. Each knx device has some CO (Communication Objects) and ETS is used to link GA to CO. This information is then stored in the device, so there is no central system to control. A CO has some flags, which are used to allow Communication, Write, Read, Transmit, Update and Initialize. A CO can be linked to more than one GA, but when this CO is allowed to write to the bus, it will always use the first GA.
For simple knx installations it’s possible to read the configuration from the devices (via ETS), but it’s not very reliable. At least you will need to know the exact device list (model, manufacturer…).