For example, the third party library uses very complex directory structure for the package. Can I import them at once. the star seems can only imports one directory level.>
Assuming you're asking whether or not you can do something like:
import com.example.*;
// expecting packages like com.example.foo.* and com.example.bar.* to be imported
Then the answer is no. The widest import you can make is a single package with a star.
The JLS (section 7.5) defines the structure for import statements.
Additionally, it would be problematic for the compiler to import a bunch of packages at once. If two packages provide the same type, both are imported, and the type is used in the class, a compile-time error occurs. This is described in JLS 6.5.5.1:
Otherwise, if a type of that name is declared by more than one type-import-on-demand declaration of the compilation unit, then the name is ambiguous as a type name; a compile-time error occurs.