I'm not able to format my code in IntelliJ.
I can see the margin line (by default at 120 columns) but it seems that the activation from the menu:
Code -> Reformat Code
is just ignoring this margin.
Do you mean that the formatter does not break long lines? Then please check:
Settings / Project Settings / Code Style / Wrapping
Update: In later versions of IntelliJ, the option can be found under:
Settings / Editor / Code Style
There select Wrap when typing reaches right margin
.