For PyCharm 5 (or 2016.1), you can:
- select Preferences > Project Interpreter
- to the right of interpreter selector there is a "..." button, click it
- select "more..."
- pop up a new "Project Interpreters" window
- select the rightest button (named "show paths for the selected interpreter")
- pop up a "Interpreter Paths" window
- click the "+" buttom > select your desired PYTHONPATH directory (the folder which contains python modules) and click OK
- Done! Enjoy it!