Through another forum I found this tool which is (I hope) what I have been looking for, but I can't get started.
I was recommended to press Ctrl-Alt-Shift-S to get to the Project Structure to add a SDK, I both wan't to add a IntelliJ IDEA Plugin SDK and a Android SDK, but the recommendation to set the directory of the SDK (which I found somewhere) to the home directory of IntelliJ IDEA is not accepted.
Should I download something or do I just need to find the correct directory on my computer? I tried to uninstall, reboot and reinstall whitout success!
I'm running version 11.0.1 build # IC-111.167 and have JDK 1.6.0_29 on a Windows 7 computer.