First you must decide the engine configuration to use for the analysis by clicking the "Engines" button, which opens the "IDeA Engines Setup" dialog box shown below.
It displays a list of the engines that IDeA will use for the analysis. Use the "Change" link to choose a different engine and "Add engine" to add more engines. The "#" column shows how many instances of the engines will be used in the analysis. You can manually change the number of instances for the first engine in the list if it's a local engine by double-clicking the cell. The number cannot be changed for other engines.
The check mark in the "Enable" column enables/disables the corresponding engine.
The chess engines used in IDeA must support the UCI protocol (which includes pretty much all recent leading engines). In particular, the engines much support the searchmoves UCI command. Zappa doesn't have support for this command. Neither does Deep Sjeng up to and including version 3.x. IDeA support is planned for version 4.
After completing the engine setup, click the 'Start' button on the Ribbon to start the analysis.