I'm trying to make my first step with Maven system. But I cannot understand if I should install it separately or if it comes built-in with IntelliJ 13 Community Edition? My system is Windows 7.
Maven does not come bundled with Intellij. You need to install the version of Maven you'd like to use on your computer.
Intellij has a Maven plugin, which requires that you either set M2_HOME or supply it with the location of your Maven install.