Update (2018-01-06): This answer is obsolete. Modern versions of PyCharm provide Paths via Settings ? Project Interpreter ? ? ? Show All ? Show paths button.
PyCharm Professional Edition has the Paths
tab in Python Interpreters
settings, but Community Edition apparently doesn't have it.
As a workaround, you can create a symlink for your imported library under your project's root.
For example:
myproject
mypackage
__init__.py
third_party -> /some/other/directory/third_party