Setting Up A Custom API
Create a directory to store your library files.
File|Project Structure|SDK's|<Your SDK>|ClassPath - Add the directory you just created.
Now if you have libraries with Lua definitions already, you can just point to their directory, or place them in the directory you created.
If your API has no Lua definitions, you will need to make a Lua file and define functions for each Name you want to resolve:
function foo1 end function foo2 end function foo3 end
This gets you auto-completion for these names.
For more advanced integrations that include documentation, see the instructions on setting up custom API documentation.