Hello Ashish,
Yes you can install the JDK from the preference and settings section. Install it from the terminal using Homebrew.
Mohamed,
You can set the JDK Directory via Edit → Preferences...
You can download and install from here:
https://adoptium.net/download/ (Windows 64bit version 11)
I have no clue why it didn't work, but this is how to correct it. The name of the directory changes from my screenshot.
Go make it