There’s two ways.
The first is easiest, but not supported or endorsed by us: you to simply drop the jar into the lib/core/gateway, lib/core/client, or lib/core/common depending on the scopes you need access to it in.
The second has much more overhead, but is the way our design services team does it as well: create a module using the Ignition SDK and expose your own scripting functions to make use of one or more 3rd party libraries.