I try to create an test class and test it using JUnit, but in my Intellij is missing JUnit library.

What I need to do to have at library option with JUnit?

Add junit-jupiter artifact in Maven

If using Apache Maven to configure your project, and writing JUnit 5 Jupiter to write you tests, add a dependency to your project.

JUnit 5.4 simplified things by providing this new Maven artifact, junit-jupiter. This one aggregate artifact provides all you need to write and run JUnit 5 tests. Previous to 5.4, you had to add multiple artifacts — confusing and messy.

<dependency>
 <groupId>org.junit.jupiter</groupId>
 <artifactId>junit-jupiter</artifactId>
 <version>5.5.0-M1</version>
 <scope>test</scope>
</dependency>

Here is an example, an entire POM file. I started an app using the maven-archetype-quickstart artifact. Next I changed all the versions numbers to the latest, as of this week shown here. Lastly, I replaced the old JUnit 4 dependency with the new JUnit 5 dependency.

<?xml version="1.0" encoding="UTF-8"?>

<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
 xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
 <modelVersion>4.0.0</modelVersion>

 <groupId>work.basil.example</groupId>
 <artifactId>method-lister</artifactId>
 <version>1.0-SNAPSHOT</version>

 <name>method-lister</name>
 <!-- FIXME change it to the project's website -->
 <url>http://www.example.com</url>

 <properties>
 <project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
 <maven.compiler.source>12</maven.compiler.source>
 <maven.compiler.target>12</maven.compiler.target>
 </properties>

 <dependencies>
 <!--<dependency>-->
 <!-- <groupId>junit</groupId>-->
 <!-- <artifactId>junit</artifactId>-->
 <!-- <version>4.11</version>-->
 <!-- <scope>test</scope>-->
 <!--</dependency>-->

 <!-- https://mvnrepository.com/artifact/org.junit.jupiter/junit-jupiter -->
 <dependency>
 <groupId>org.junit.jupiter</groupId>
 <artifactId>junit-jupiter</artifactId>
 <version>5.5.0-M1</version>
 <scope>test</scope>
 </dependency>

 </dependencies>

 <build>
 <pluginManagement><!-- lock down plugins versions to avoid using Maven defaults (may be moved to parent pom) -->
 <plugins>
 <!-- clean lifecycle, see https://maven.apache.org/ref/current/maven-core/lifecycles.html#clean_Lifecycle -->
 <plugin>
 <artifactId>maven-clean-plugin</artifactId>
 <version>3.1.0</version>
 </plugin>
 <!-- default lifecycle, jar packaging: see https://maven.apache.org/ref/current/maven-core/default-bindings.html#Plugin_bindings_for_jar_packaging -->
 <plugin>
 <artifactId>maven-resources-plugin</artifactId>
 <version>3.1.0</version>
 </plugin>
 <plugin>
 <artifactId>maven-compiler-plugin</artifactId>
 <version>3.8.0</version>
 </plugin>
 <plugin>
 <artifactId>maven-surefire-plugin</artifactId>
 <version>3.0.0-M3</version>
 </plugin>
 <plugin>
 <artifactId>maven-jar-plugin</artifactId>
 <version>3.1.1</version>
 </plugin>
 <plugin>
 <artifactId>maven-install-plugin</artifactId>
 <version>3.0.0-M1</version>
 </plugin>
 <plugin>
 <artifactId>maven-deploy-plugin</artifactId>
 <version>3.0.0-M1</version>
 </plugin>
 <!-- site lifecycle, see https://maven.apache.org/ref/current/maven-core/lifecycles.html#site_Lifecycle -->
 <plugin>
 <artifactId>maven-site-plugin</artifactId>
 <version>3.7.1</version>
 </plugin>
 <plugin>
 <artifactId>maven-project-info-reports-plugin</artifactId>
 <version>3.0.0</version>
 </plugin>
 </plugins>
 </pluginManagement>
 </build>
</project>

JUnit plugins

Be sure the IntelliJ plugin for JUnit is installed and enabled. Verify the checkmark is checked, meaning enabled. (You can disable unneeded plugins to save memory and launch time.)

Generate Test dialog

Your IntelliJ 2019.1 dialog for Generate > Test… should look like this.