IDEAのBlogより
The following scenarios are supported:
Drag a file from Explorer/Finder and drop it onto the editor to open it as a new editor tab
Drag a file from Explorer/Finder and drop it onto a folder in the Project view to copy or move it into the target folder
Drag a file from the Project view and drop it onto a folder in Explorer/Finder to copy or move it into the target folder.
Drag & Drop Between IntelliJ IDEA and Explorer/Finder | JetBrains IntelliJ IDEA Blog
IDEA9からWindowsのエクスプローラやMacのFinderからIDEAにファイルをドラッグ&ドロップできるようになると。
意外と不便に感じてたので、これは嬉しい。