Hi,
in the jfuzzylite zip file downloaded from fuzzylite.com/downloads/ you will find two jars, one containing the sources (jfuzzylite-src.jar) and the other containing the compiled classes (jfuzzylite.jar). You need to add the jfuzzylite.jar to the libraries in your project.
If you utilize a POM project or want to utilize one, please revise the project located within examples/application.
Cheers.