It is a rough ride for anyone using the IntelliJ IDEA editor coming from any of their dedicated editors (PyCharm, PHPStorm, etc). They look almost the same, but there are critical differences that often go undocumented. A couple tips for anyone struggling with these types of issues:
In IntelliJ IDEA, there's a "Project Structure" window that houses many of the things that are put in easy-to-find locations in the dedicated editors. Its icon looks a blocky staircase -- on Mac, it you can open it using Apple + semicolon or selecting it from the "File" menu.
Intellij IDEA must be told what kind of project it is editing before certain menu options will show up. Nope, the polyglot IDE cannot guess that you are working on a python project if all your files have the .py extension, you have to install the Python module. In PHP, IntelliJ is even more helpless: it cannot take a wild guess that PHP is the language being used and there is no "module" or PHP framework support. Derp de derpity derp!
As nice of a product as the IDEA editor is, it is maddeningly stupid and its developers seem oblivious to the problems inherent with it for people coming from IntelliJ's language-optimized IDEs. In my experience, the best way to get help with some of these issues is to file a ticket directly with IntelliJ because the wiki/help pages almost without fail document the corresponding features in the dedicated language editor.