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How to setup downloaded material in Android Studio

Hi all
Sorry for what seems to be a basic question. I just started the Material Design course for Android (https://www.raywenderlich.com/7908751-introduction-to-google-s-material-design) and downloaded the linked material. However, I find it impossible to actually get the material imported and up and running in Android Studio.

How do you do that? What are the steps? Do I create my own project first and somehow import the course material files into that project?

Thank you! Joachim