Dear Luis,
welcome to our support site.
Before we can help you and answer to your question we need to know more info on what is your goal:

1. what is the version of JCOBridge are you using?
2. what is the OS are you trying on?
3. are you trying to use JCOBridge from .NET or Java?

The concept of “link external .jar files” in a JVM means to add them into the classpath: launch JCOBridge from .NET environments has a specific command-line switch (or property) to set the JVM classpath; then, within the code, you can use the ImportPackage function to reference a specific package. From JVM perspective it is intrinsec of JVM start-up argument.
You can look too to our online repo at JCOBridge-Examples to better understand how to use JCOBridge from .NET and from a JVM (Java/Scala).

Anyway, if you can share with us a code snippet we can help you better.

Best regards