IntelliJ doesn't open .class files, unlike VSCode???

Calin Baenen - Dec 21 '20 - - Dev Community

I was suggested IntelliJ as an IDE for Java, since it's "better" than VSCode (in my experience, it looks weird in comparison, and isn't as "easy" to use), but, I tried ctrl+lclicking on String, but it said it couldn't find a definition, I tried it with some other java.lang classes, and apparently none of them are defined? Why?
VSCode never had an issue, and this IDE feels like a downgrade.

Can anyone explain how I can get this feature (viewing classes by ctrl and lclicking on the name) to work, and how I can make it more like my old VSCode setup?

Thanks.
Cheers.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .