How do I add a JDK reference to a project?
You click on File → Project Structureor press Ctrl+Alt+Shift+SOnce the dialog box is shown, under Platform Settings you click SDKs and enter the JDK path.
After that, you can click Project and specify which of JDK you have configured is used in the current project. Bear in mind that JDKs are configured at the IDE level. This means that when you create another project, you won't need to indicate the same JDK again.
How do I add references to Android SDKs?
From within the Project Structure dialog box, you also see the list of currently installed Android SDKs. By clicking the + button and then on the Android SDK menu item (as in the figure below), you get your chance to add a new Android SDK to the list.
Note that at this stage IntelliJ IDEA only lets you point to a directory on disk where you have the Android SDK files installed. If the Android SDK you're looking for is not installed on the development machine, then you need to download it through the Android SDK Manager. The menu item to click is Tools → Android → SDK Manager.
Finally, note that Eclipse and IntelliJ IDEA have a different way to show the Android dependencies of the current project. While Eclipse just lists JAR files under the project node, IntelliJ IDEA offers a distinct folder named External References.
How do I add references to External Libraries?
If the project requires JAR libraries to function, all you do in both Eclipse and IntelliJ IDEA is adding the JAR file under the folder lib in Eclipse and libs in IntelliJ IDEA. Note that the libs folder is automatically created in IntelliJ IDEA.