Sorry I didn't understand you very well.You don't need to move the files for this.
If you wish to use GameSDK for your project, then you need to launch that project : either manually via gamesdk project file (in the root of gamesdk folder) or have it added into the launcher and start from there.
I believe that I have to create another "Project" in order to use the GameSDK project.
I added the download file (GameSDK) in the root folder (CRYENGINE Projects)
And I created another project and added it manually and when I start the Editor this error