I would like to code Minecraft plugins and would like to use intelliJ for this unfortunately I don't know how to change the jdk to a different version
By e.g. Download the respective JDK from https://adoptopenjdk.net/ and then add it in the module settings. (There's a button on the top right of the build)
Or just the Official Java JDK, why should you use third-party stuff like that?
Do you already have a JDK installed?
If not, here are the official downloads: https://www.oracle.com/...#javasejdk
For Minecraft I recommend JDK 8. So just scroll down to Java SE 8u261, and then click on JDK Download.
You can then select it in Intellij with Help → Find Action → Choose Runtime
Because Oracle has now changed its licensing policy and you need a commercial license to continue using the JDK8 or other versions, for example.