IntelliJ IDEA 14+
Show diagram popup
Right click on a type/class/package > Diagrams > Show Diagram Popup...
or
Ctrl+Alt+U
Show diagram (opens a new tab)
Right click on a type/class/package > Diagrams > Show Diagram...
or
Ctrl+Alt+Shift+U
By default, you see only the classes/interfaces names. If you want to see more details, go to File > Settings... > Tools > Diagrams and check what you want (E.g.: Fields, Methods, etc.)
P.S.: You need IntelliJ IDEA Ultimate, because this feature is not supported in Community Edition. If you go to File > Settings... > Plugins, you can see that there is not UML Support plugin in Community Edition.