After the application has been copied over, you can double click on the applications directory icon and then you'll find that the application is immediately available to start. To install IntelliJ IDEA on Mac, just drag the application package into your applications directory. I've already downloaded the community edition to my desktop and I'll open the DMG file by double clicking it.
There are two links for the ultimate and the community edition. You can download it from this screen at /idea/download. The IntelliJ IDEA installer for Mac OS is a DMG file.