There is an open bug, currently PyCharm and IDEA both seem to detect Conda installation only from %HOMEPATH%/anaconda. https://youtrack.jetbrains.com/issue/PY-26923
The easiest workaround is to create a symlink to $HOME/.anaconda
mklink /D %HOMEDRIVE%%HOMEPATH%\anaconda C:\ProgramData\Anaconda3
Note that C:\ProgramData\Anaconda3 should be replaced with the path to your Anconda installation. If you selected to installed it for “Just Me” instead of “All Users”, your default location will be
C:\Users\<your_username>\AppData\Local\Continuum\anaconda3
UPDATE: This issue is now fixed in IDEA and PyCharm since version 2018.1. You can specify a custom path under Python Interpreter or SDK settings in Conda Environment section.