Update for Idea 2021.3
The previous information on this answer for Idea 13.1 is now outdated.
For Idea 2021.3, create a new JavaFX project using an Idea wizard:
I advise you follow the detailed instructions for creation and execution of JavaFX project at the new JavaFX project wizard link supplied.
A new JavaFX project created this way will be different from creating a new Java project using the same wizard. The new JavaFX project will be configured to use a build tool (e.g. maven or gradle). It will have the JavaFX module dependencies defined and will include sample code for a modular HelloWorld JavaFX FXML application. It is the perfect thing to use to get started with a new JavaFX application IMO.
If you want a new Idea module rather than a new project, then you just follow the same steps as above, but instead of selecting File | New | Project, you select File | New | Module, then select JavaFX from the list on the left as before.
Alternatively, you can create new modules in Idea by defining the modules in a Maven or Gradle project and importing the build tool project file for the project into Idea.
Prior answer for Idea 13.1
I don't think you can define a new JavaFX module in Idea 13.1. Note that there is not much difference between a JavaFX project and a non-JavaFX project in Idea, so you can just create a normal Java module and make a couple of manual tweaks to the module configuration and it should behave the same as if you created a JavaFX project. See the following answer for more details: