Add AndEngine as a library for my project in Android Studio

I'm trying to import the AndEngine project by Github and then add the AndEngine Physics Box2D extension.

I'm doing the steps:

The process is successful but when it finishes, it asks if I want to add a new project with the name AndEngine and another with the name AndEnginePhysicsBox2DExtension .

Anyway, directories are created outside of my project.

My question is how do I add AndEngine as library in my Android Studio project.

An example of the problem is that it does not recognize the SimpleBaseGameActivity and EngineOptions of my code.

My Code

import android.transition.Scene;

/**
* Created by lmontanhine on 20/1/2015.
*/
public class GameActivity extends SimpleBaseGameActivity {

@Override
public EngineOptions onCreateEngineOptions() {
    // TODO Auto-generated method stub
    return null;
}

@Override
protected void onCreateResources() {
    // TODO Auto-generated method stub

}

@Override
protected Scene onCreateScene() {
    // TODO Auto-generated method stub
    return null;
}
}