edit the overall project's 'settings.gradle' file and add a line at the bottom to include your new module (include ':myNewModule') - e.g:
include ':myNewModule'
Synch gradle.
Add a build.gradle file into your new module directory. You need to make sure the first line says 'apply plugin: 'com.android.application'. Simply copying a build.gradle from another module in your project, if you have one, seems to work.
Synch Gradle
Your module should now show up in 'Edit Configurations'