Presumably it would tell you in the documentation, but...
Part of this SDK would have to be a .jar file containing the Java classes (or, less likely, a single .class file or a directory full of class files, or a .zip file). All you have to do is include these on your class path when you compile and run your code. So if you're writing "MyApp", and the SDK comes with thesdk.jar, then you'd say
No, your code would need to import the API classes.
As to the IDE questions, most IDEs allow you to add jar files to a project class path, but a user would need to do that - there's no way to do this automatically (unless you advise your users to install the jar file in a location where Java finds it automatically, like the endorsed libs directory).
Or you could include a sample project of your IDE that already has everything set up. Of course, to do that for each IDE is a bit of work.
Originally posted by Karen Baog: So, I don't need to have some import statement.?
Yes, of course -- the 3rd-party API classes are no different in this respect than any of the Java API classes. If you use a class, you have to import it -- with the sole exceptions of java.lang classes, and classes in the same package as the one you're writing, of course.