These AIDL files and their backing services/classes are hidden from the public API, meaning they are not stable/consistent for all versions of Android. You will not be able to directly use them in your code to access built-in services of the system. You'd have to rely on reflection to gain access to other hidden classes in order to then get access to the underlying binder object of the system provided service. Not a portable or easy solution. If you are trying to re-create the system services within your app and your app will only use your version, then it will make sense to pull these files into your app.
All of that being said, if you are trying to create these services are part of your app, there's more than just the AIDL needed. The AIDL defines the interface a service implements, which in turn generates some Java boilerplate code for you. The missing dependencies you are seeing are because those are not other service interfaces, but classes which are
Parcelable, allowing them to be passed as arguments or returned from binder IPC methods. As an example, the missing dependency for
RadioManager.BandConfig is an inner class defined in
RadioManager.java. You would need this class in your project as well.