You can install a plugin called Spring Assistant:

Now you can use the initializer as:

Personally, however, I use Spring initializer at start.spring.io
EDIT: Adding run configuration
Select Edit Configuration from the Run menu

Now in the dialog box, lick on the + button and select Application.

Now you just need to provide the name of the main class. You could click on the browse button(...) to get a list of files having main(...).
