I'm just curious that whether Maven is something special to IntelliJ, or we can install Maven on any Java IDE?
I don't think Maven is specific to IntelliJ, it's an independent tool that can be used for any Java project. As long as your project follows Maven's conventions, you should be able to use it in most other modern Java IDEs like Eclipse or NetBeans.
Yes, you can even use maven as a command line tool without any IDE!