Small disclaimer: this is IJ 14.4, it’s possible that in later versions it may have been changed/renamed/etc, but it should be there somewhere nonetheless
Go to Settings -> Editor -> Code style -> Java and select the Wrapping and Braces tab, then scroll to Chained method calls. Check the little combo on the right of the item, default Do not wrap, and change it to Wrap always.

Depending on your prefference, you may want to also consider the next Align when multiline checkbox
