IntelliJ IDEA and PyCharm now use virtualenv environments for Python. We'll be covering them later, but they basically allow you to have different packages (or versions of the same package) in different environments.
One consequence of this is that you can't use easily pip to install packages.
In the next video, Tim shows how to use pip to install the pytz package. That will work fine for students who aren't using IntelliJ or PyCharm, but the process is different for students who are.
Start by closing your project, from the File menu.
If you're using IntelliJ IDEA, from the Welcome screen, click Configure > Structure for new Projects.
Select SDKs in the left hand pane, if it isn't already selected. You'll see your Python environments in the central pane (along with any other languages that you may have installed). Select the one that you want to install packages into.
The next paragraph is for PyCharm. Skip that, and continue with the Packages tab instructions, below.
PyCharm's slightly different: from the Welcome screen select Configure > Settings. In the left hand pane, select Project Interpreter. You can choose your Python environment from the Project Interpreter drop down, at the top of the right hand pane.
IntelliJ and pyCharm
These next instructions are for both IntelliJ IDEA and PyCharm. The right hand pane looks the same in both IDEs.
Over on the right hand pane, click the Packages tab. You'll probably have different packages to this screenshot, but your screen should look similar to this. The middle pane won't appear in PyCharm:

Over on the right hand side, you can use the + button to install a new package. The button appears in a different place on a Mac, it's near the bottom of the window.
Click the +, and type the package name into the search box. That filters the list, and you can type just the first few characters of the name - or just scroll through the list:

When you've selected the package you want to install, click the Install Package button.
After downloading and installing the package, you'll get a message that it's installed successfully.
Close the dialogue, to go back to the previous screen.
This is also where you can update packages, if there's a new version available. Select the package in the list, then use the triangle button to update it.
Click OK when you've installed or updated all the packages you want, and you're ready to import it into your project.