You yourself do not import library files, since they are binary code and are not used much. Usually you get the lib / dll binary library with a bunch of header files. You include header files in your program source, use the functions from the lib library in your program. Finally, in the build settings of the project, you indicate at the linker stage that you also want to link to the lib / dll binary library. The product will be executable that uses binary libraries.
This is not unique to an eclipse, by the way :)