This is the webpage showing from where I downloaded the SDK:

As Karan Sharma mentioned in this post.
To add an existing SDK, you should close your project if you have any open one.
Then from the Welcome page select Configure -> Project Defaults -> Project Structure
And then from the Default Project Structure window and from the left side, select SDKs and then the plus button from the toolbar, and from the menu select Android SDK
And then give the address to the location where your Android SDK files are in, and hit OK.
Thats it!
Now it should be working for you!