How to import Java Libraries (.jar files)

lib/core/{scope} is generally the quick and dirty place to do it.

If you only tried lib/core/gateway, then assuming you restarted the Gateway, it would only be available in the Gateway scope (tag scripts, project scripts, etc...), so if you tried something in e.g. the Designer Script Console it wouldn't and shouldn't work.

SAP JCo has its own extra issues that you can search the forum to find out about. At least in old versions, it had certain expectations about the name of the JAR file itself, which isn't compatible with how Ignition loads JAR files (copying them to a temp dir and pointing the ClassLoader there).