I don't know how to setup IntelliJ for developing a robot. But for any IDE, you must setup the classpath to point on the robocode.jar file under /libs as minimum. Preferable, the IDE should refer to the /libs directory so that the classloader used in Robocode is able to load modules (.jar files) on runtime from the /libs folder.
Here is a Youtube video (not English) from a guy that has set up Robocode for IntelliJ 15. It could give you some hints for how to do it:
Cheers,
- Flemming