For those who land on this page because they are looking for how to update Gradle in IntelliJ. This page explains that relatively well: https://docs.gradle.org/current/userguide/gradle_wrapper.html#sec:upgrading_wrapper
For me (Windows) it was:
./gradlew.bat wrapper --gradle-version 6.6.1
source:
https://intellij-support.jetbrains.com/hc/en-us/community/posts/360000029630/comments/360002221360
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