For example, importing SlidingMenu project from Github.
Step 1: Download and extract it.
Step 2: After extracting, put "library" folder from "SlidingMenu-master" folder to your "libs" folder of project:
Step 3: Go to File --> New --> Import Module, and add the library project as a module in Android Studio:
Step 4: Add the library project (module) in build path: go to File --> Project Structure...On the left pane click on app, choose Dependencies tab, click green + button and select Module dependencies:
Now select the library project you already added. After that, Android Studio will auto-sync gradle for your project and you can start coding from now!
Hope this help! :D