Download the FMDB source here: https://github.com/ccgus/fmdb
To import the src folder, you can simply drag and drop it into the Xcode project navigator. At the command prompt, check to copy the files. You can then rename the folder from src to FMDB and possibly create another folder to categorize external libraries.
Remember to include libsqlite3.dylib in your project. To do this, click on your project in the navigator, click on the project name under TARGETS and go to the "Phase Assembly" tab. Expand Link Binary With Libraries and click the + button to add it.
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