you can put an "import" at the beginning of your sketch and that will work fine. was it giving you an error? also, you shouldn't really ever have to do this (see below).

perhaps more likely is that you're missing the jar file that includes net.java.games.input. find that file, and use "add file" from the "sketch" menu to add it. this will place the jar file in a folder of your sketch called "code", and automatically (but transparently) add the import statement to your code as well.