What should I do to add a library?

I am using IntelliJ.
What and where should I download it?
from https://papermc.io/downloads
I downloaded ‘paper-225.jar’ and tried to add it to the library
but i did couldn’t import anything and I could not use api.

Do I have to specifically anything extract from the ‘paper-225.jar’ file? or I need to do what?

You should use Maven.

add this to your pom.xml (reply if you can’t figure out what this means)