Using Java's library is an absolutely essential skill. To look something up in the library, go the library reference pages (listed on the links page of the "Getting Started" section), or to a copy which you have installed on your own computer when downloading the compiler.
You will see that the page is divided into three areas. The top left area
shows the available packages. Click on the package java.lang to
restrict the rest of the page to that package. The java.lang
package is the collection of facilities related directly to the Java language
itself, and is available "for free" all the time while programming, without any
explicit import statement.
The bottom left area of the screen displays the classes available in the
chosen package. Click on the Integer class. In the main window
on the right, you will see the facilities available in the class. Skip past the
first few items until you get to the method summary. This is where you choose
what method you want from the single sentence descriptions.
Find the method called parseInt. Actually there are two
versions, and we want the one with only a single string argument, not the one
with a second radix argument. Clicking on the word parseInt
itself leads to the full documentation for the method.
This works if you know what class to look in. If you know or can guess what the method name might be, but not what class it is in, there is a link at the top of the right hand area to an alphabetical index of methods. If you can't guess the method name, the best bet is usually to type a description of what you want into the Google search engine.