  The X-ray source IGR J16318-4848 was the first source discovered by INTEGRAL
on 2003, January 29. The high energy spectrum exhibits such a high column
density that the source is undetectable in X-rays below 2 keV. On 2003,
February, 23--25 we triggered a Target of Opportunity (ToO) program using the
EMMI and SOFI instruments on the New Technology Telescope of the European
Southern Observatory (La Silla) to get optical and near-infrared (NIR)
observations. We discovered the optical counterpart, and confirmed the already
proposed candidate in the NIR. We report here photometric measurements in the
R, I and J bands, upper flux limits in the Bb and V bands, lower flux limits in
the H and Ks bands. We also got NIR spectroscopy between 0.95 and 2.52 microns,
revealing a large amount of emission lines, including forbidden iron lines and
P-Cygni profiles, and showing a strong similarity with CI Cam, another strongly
absorbed source. Together with the Spectral Energy Distribution (SED), these
data point to a high luminosity, high temperature source, with an intrinsic
absorption greater than the interstellar absorption, but two orders of
magnitude below the X-ray absorption. We propose the following picture to match
the data: the source is a High Mass X-ray binary (HMXB) at a distance between
0.9 and 6.2 kpc, the optical/NIR counterpart corresponds to the mass donor,
which is an early-type star, probably a sgB[e] star, surrounded by a dense and
absorbing circumstellar material. This would make the second HMXB with a sgB[e]
star as the mass donor after CI Cam. Such sources may represent a different
evolutionary state of X-ray binaries previously undetected with the lower
energy space telescopes; if it is so, a new class of strongly absorbed X-ray
binaries is being unveiled by INTEGRAL.
