If you install the JDK within IntelliJ you won't have access to jShell via PowerShell on Windows.
The error might look something like "'jshell' is not recognized as an internal or external command, operable program or batch file."
You can still use jShell within IntelliJ but I don't like the interface as much. But to each their own.
If you want to get jShell working from PowerShell you need to download it from a source like Adoptium.net