How to make GitHub's Immutables work in IntelliJ + Gradle

Found the answer. Sharing in case it will be helpful to anyone (or myself in the future).

First of all, I had to enable annotation processing in IntelliJ as described here (though the option is now located in Settings > Build, Execution, Deployment > Compiler > Annotation Processors).

After that the following code started actually generating the implementation:

dependencies {
    compile fileTree(dir: 'libs', include: ['*.jar'])

    // immutable entities generation
    compile "org.immutables:value:2.5.5" // for annotations
    compile "org.immutables:builder:2.5.5" // for annotations
    compile "org.immutables:gson:2.5.5" // for annotations

    ... other dependencies
}

However, I still couldn't automatically import the implementation into source files.

In order to do allow the discovery of the generated classes, I had to right-click on the generated folder in the main package and then Mark Directory As > Generated Sources Root.

I can't add comment (too low rep), but for future readers I want to extend Vasiliy answer.

In my case (gradle wrapper in version 5.2.1) following code auto-magically discovers generated sources:

dependencies {
    def immutablesVersion = "2.8.2"
    annotationProcessor "org.immutables:value:$immutablesVersion" // <--- this is important
    compileOnly "org.immutables:value:$immutablesVersion"
}

I don't need to change anything in IDE annotation processor options, it just works out of the box.