SDK location not found. Define location with sdk.dir in the local.properties file or with an ANDROID_HOME environment variable

I recently tried to import sample Android games I downloaded from Google’s developer website. After importing them into Android Studio, I’m getting the following error:

Error: SDK location not found. Define location with sdk.dir in the local.properties file or with an ANDROID_HOME environment variable.

What is this? I want to run the sample programs from Android Studio.