You can do this with Live Templates
Define a new template by navigating to File->settings->Live Templates
Select SQL
click the green + sign on the top left
Add an abbreviation - I use '--'
add your comment string, ie '----------------------' in the 'template text' box
Define the 'application context' as SQL (directly underneath the template text box).
Now, when you are in the SQL editor, just type -- followed by TAB and your '---------------' will appear.
While you're in the Live Templates window, note also the other predefined handy predefined templates for your use.
Full documentation is here
Here's a screenshot of mine (looks slightly different because it's from PyCharm)