For all who have the same problem, it took me a while to find the solution in a new installation of PyCharm 5.
The problem is you have to change the default interpreter that brings PyCharm 5(2.6 default). It is different from your python version system and the IDE.
Windows or Linux File -> Settings -> Project Interpreter
Mac PyCharm -> Preferences -> Project Interpreter
Select your python --version and then you can install all the modules you need with
pip install ModuleName
I recommend also add all the PATHs
Preferences -> Tools ->Terminal ->Shell path : echo $PATH