In Eclipse you just clicked the new button and select the android activity to add new activity. But Android Studio is a bit diferent; I couldn't find out how to add new activity to the project.
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I think natually do it is straightforward, whether Intellij IDEA or Android Studio, I always click new Java class menu, and then typing the class name, press Enter to create. after that, I manually typing "extends Activity" in the class file, and then import the class by shortcut key. finally, I also manually override the onCreate() method and invoke the setContentView() method.
In Android Studio, go to app -> src -> main -> java -> com.example.username.projectname
Right click on com.example.username.projectname -> Activity -> ActivityType
Fill in the details of the New Android Activity and click Finish.
Viola! new activity added to the existing project.
In Android Studio, go to app --> src --> main --> res-->
File --> new --> Activity --> ActivityType [choose a acticity that you want]
Fill in the details of the New Android Activity and click Finish.
Source: Stackoverflow.com