Install processing on your local machine https://processing.org/download/ Add processing core jar files to your IntelliJ project
After creating a java project, or cloning this project you need to add the processing core jar files to your project. Go to project Structure Select Libraries, then hit the plus button to add a new java library. This opens a file dialog where you can add the core.jar and extra files.
On a Mac OSX select all the .jar file inside: Applications/Processing/Contents/Java/core/Library
On a PC with Windows add all jar files under the foder "Pragram Files\Processing\Library"