How do you set up Gradle properly and create a new Gradle project for IntelliJ IDEA?

So, I downloaded Gradle but I don't know how to set it up correctly. After I unzipped the zip file, what do I do next? I want to use Gradle in IntelliJ IDEA. From a livestream I've seen I know that there's a settings.gradle and a build.gradle file in the project folder in IntelliJ.

Also, I've seen that they used the windows console.

First of all, how do I access gradle through the windows console and tell it to generate a new project for IntelliJ?

As you can see, I don't have any experience with Gradle. Unfortunately I can't really find out how to use it.

I want the IntelliJ project then to have LWJGL and Slick.

Additionally, I know what it says in the build.gradle file I've seen on the livestream (I only want to create my project with the same structure like theirs).

Can anybody give a detailed description of what to do to achieve all this?