You just need to include this in your build.gradle file:
implementation "com.google.android.gms:play-services-location:15.0.1"
or if you’re not using latest gradle version:
compile "com.google.android.gms:play-services-location:15.0.1"
Note: It’s recommended to use Google Play services version 15.0.1 or higher, which includes bug fixes for this class. More details here.
https://developers.google.com/android/reference/com/google/android/gms/location/FusedLocationProviderClient