I've been struggling with the same thing for many hours, trying to get the Gson jar to work no less. I finally cracked it – here are the steps I took:
Put the Gson jar (in my case, gson-2.2.4.jar) into the libs folder
Right click it and hit 'Add as library'
Ensure that compile files('libs/gson-2.2.4.jar') is in your build.gradle file (or compile fileTree(dir: 'libs', include: '*.jar') if you are using many jar files)
Edit : Use implementation files('libs/gson-2.2.4.jar') (or implementation fileTree(dir: 'libs', include: '*.jar')) in Android Studio 3.0+
Do a clean build (you can probably do this fine in Android Studio, but to make sure I navigated in a terminal to the root folder of my app and typed gradlew clean. I'* on Mac OS X, the command might be different on your system
After I did the above four, it started working fine. I think the 'Add as library' step was the one I'd previously missed, and it didn't work until I cleaned it either.
[Edit - added the build.gradle step which is also necessary as others have pointed out]