I needed to enable the JUnit plugin, after I linked my project with the jar files.
To enable the JUnit plugin, go to File->Settings, type "JUnit" in the search bar, and under "Plugins," check "JUnit.
vikingsteve's advice above will probably get the libraries linked right. Otherwise, open File->Project Structure, go to Libraries, hit the plus, and then browse to
C:\Program Files (x86)\JetBrains\IntelliJ IDEA Community Edition 14.1.1\lib\
and add these jar files:
hamcrest-core-1.3.jar
junit-4.11.jar
junit.jar