This is quite different from eclipse, and it is estimated that many people are just beginning to use Android studio to be very distressed about this setting.
Directly, open the project structure interface via FILE->PROJCET structure, or you can open it by using the shortcut icon.
For example, select Libraries, and then click the + sign to choose Java.
After selecting Java, the dialog box pops up, select the Libs folder where your jar package is located, and then click OK (it is best to build a libs directory under the project and put the jar package you want to refer to in this directory):
After the OK, the following dialog will pop up to let you choose which module to associate with the jar to be introduced, select the module you want to associate, and then click OK, then the jar package is successfully introduced and your project can be compiled successfully.
Note: In fact, there are some content in project structure, and later will write an article specifically to resolve the various options of project structure.
How Android Studio references jar packages (non-gradle)