Why do I need to add classpath in intellij?

I tried to add this class to my code:

import org.junit.runner.JUnitCore;
import org.junit.runner.Request;
import org.junit.runner.Result;

public class SingleJUnitTestRunner {
    public static void main(String... args) throws ClassNotFoundException {
        String[] classAndMethod = args[0].split("#");
        Request request = Request.method(Class.forName(classAndMethod[0]),
                classAndMethod[1]);

        Result result = new JUnitCore().run(request);
        System.exit(result.wasSuccessful() ? 0 : 1);
    }
}

Then I got this error:

Even though my Gradle includes JUnit 4.12

dependencies {
    testCompile group: 'junit', name: 'junit', version: '4.12'

How can I fix this?
What does "adding to class path" mean? I used to see it in Eclipse. Not in IntelliJ.

Please try using:

dependencies {
    compile group: 'junit', name: 'junit', version: '4.12'

instead of:

dependencies {
    testCompile group: 'junit', name: 'junit', version: '4.12'