When you click on the new project wizard's Finish button, all of the selected driver files should be copied into the project created in your workspace. There will be a number of folders created within the project, so make sure you check them all to see the driver files.
If you are still having problems, can you provide more details of what the project you create actually contains?
Note : For more details of creating projects, please check out the MCUXpresso IDE User Guide, supplied as part of the product install.
Regards,
MCUXpresso IDE Support