https://github.com/certtools/intelmq/blob/master/docs/User-Guide.md
What does ls -l /opt/intelmq/etc give you?
ubuntu 16 I can not open a file intelmq
The "Install" step in the User-Guide.md should have created the directory or given you other error messages. If you can, maybe you would want to see if there is a GNU/Linux person you can find that gives you a hand.
Best Regards, Bernhard ps.: Please keep the mailinglist in cc, there are many more people that may be able to help you with intelmq.