You can use Scala Interpreter directly from IntelliJ IDEA via dedicated Scala Console. It automatically picks up your project classpath, and you can test stuff in your code in the interpreter, which is quite handy.
To run Scala Console you only need to press Ctrl+Shift+D on any Scala file, or inside of any Scala file context menu.
With everything else, this console also has History feature - you can use Alt+Up, or Alt+Down to see the recently added lines. All Scala Console commands (like :quit or :help) also work here. Just as any other configuration, Scala Console you can be run with additional parameters (like VM options, additional Console commands, etc.).