The compiler and the JVM can't magically find the classes you need just because you add an import to your source code. You have to download the library (jar file) containing this class and all its dependencies, and add this jar to the classpath when compiling and running your code:
javac -cp theJar.jar com/foo/bar/YourClass.java
java -cp theJar.jar:. com.foo.bar.YourClass