You want to import a **library** not an example.


    Arduino Folder
    	|-- libraries
    		|--HX711
    			|--HX711.cpp
    			|--HX711.h

ex:

    C:\Program Files (x86)\arduino-1.8.5-windows\arduino-1.8.5\libraries\HX711

Put the files in a folder called HX711 to have everything nice and tidy.

You can put the .ino example in your sketchbook or examples  folder. I would _just_ put the libraries in the folder or create a subfolder called examples in the lib folder if you don't want to misplace things.

I use the standalone version of arduino ide, if you have it installed I suspect the folder would be under

    My Documents\Arduino\libraries\

According to the [documentation][1].


  [1]: https://www.arduino.cc/en/hacking/libraries