No, you are not missing anything. The only way to add dependencies to a gradle build is by editing the gradle scripts.
The IDE could/should provide some tools to help you do that. Maybe some kind of content assist to help editing the 'dependencies' section in the build file. But there is not yet any support for that.
There is one new feature in 3.2.0.M2 that may help a little bit. There is now an option to have the tools automatically trigger the dependencies refresh every time you edit a .gradle file. This option can be enabled in the Gradle preferences page.
Kris De Volder -- SpringSource