Intellij IDEAでJava+Gradleを使う

build.gradle

version '1.0-SNAPSHOT'

apply plugin: 'application' //ここを追加

sourceCompatibility = 1.8

mainClassName = "demo.Hello" //ここを追加

repositories {
    mavenCentral()
}

dependencies {
    testCompile group: 'junit', name: 'junit', version: '4.12'
    compile "io.reactivex.rxjava2:rxjava:2.x.y"
    compile 'com.squareup.retrofit2:retrofit:2.3.0'
}

Edit configurations (run　を追加)