Hi Olivier,
As LPCX presso support said, you should download the SDK files from SDK Builder page (follow the link provided).
After that, you may find this tutorial interesting: MCUXpresso IDE - Importing SDK Example Project|NXP
To install the SDK, you can simply drag and drop its .zip file into the "Installed SDKs" view tab.
Hope this answer is useful.
Best Regards,
Humberto.