If you want to use those classes in every project then add it in like that but I'd suggest doing it project by project as not all projects will require that SDK. You do that in the publish properties in AS3.0 settings instead:
As long as they provided a SWC, full .as or intrinsic classes you should pick up on code hinting. There's no shortage of posts about code hinting being a bit iffy or just outright not working in the internal Flash Pro AS editor though.
You can (and should) try an external editor like FlashDevelop. I know it's not ideal to get used to a whole new editor but it's highly regarded in the community and almost as good as Flash Builder on code completion and prediction. If you start a FD project and put the source in the same folder the code hinting will work better and IMHO faster. It integrates with Flash Pro so you can run the project directly from FD and FD will capture output traces.
Alternatively you could just use FDT and eclipse (as close to FlashBuilder as you'll get) which is free and you mentioned your tutorial supports eclipse. FlashBuilder is built on eclipse.
Though FD is just good to have around for editing other types of documents (XML, text, etc) with encoding support.
Bottom line, the built-in AS editor in Flash Pro is notorious for code completion issues of all sorts, although CS5.5 is a bit better (I can't speak for CS6).