From the Welcome screen (if no project is currently open): Import Project

File | New | Project from Existing Sources

File | New | Module from Existing Sources

From the Project Structure dialog: Modules | add | Import Module

Use this wizard to import existing sources into IntelliJ IDEA and, as a result, to create a new project (New | Project from Existing Sources) or to add a module (or a number of modules) to an existing project (New | Module from Existing Sources).