Specify the SDK to be used in your project .
If the necessary SDK is already defined in IntelliJ IDEA,
select it in the pane under 
and 
(in the left-hand part of the page).
Otherwise, click and select the SDK type.
Then, in the dialog that opens, select the installation folder of the desired SDK.
(By this time, the corresponding SDK must already be installed on your computer.
If it isn't, download and install it first.)