I have external jar file which is placed in /bin/ext of ready api folder. I want to create an object

You can only import one package at a time with the star import. So this should work:

import com.philips.audit.client.threadcontext.*

But you'll need at least one for every package you reference classes in. That's normal for Java and for Groovy, and it's not unusual to see a dozen imports or so at the top of a source file.

I can see how that might be a little annoying when you have to write out all the imports manually in ReadyAPI. When using other IDEs it's hardly a problem at all - you just try to reference that class, it complains that you haven't imported it and offers to add the import for you.