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In order for you to build your application, you need some library files (file type is often .LIB, but can sometimes also be .OBJ - this is up to the toolkit-vendor to decide). These files are pre compiled by the toolkit-maker and ready to be included into your application by the linker.
Generally the libraries are put into the directory lib.
E:\Toolkits\LibraryX\lib
Because the library is pre compiled, you will often find several sub directories. There are typically one sub directory per operating system. This is of course only for the toolkits with multi platform support! For example you may find the Windows 32 library in the following directory
E:\Toolkits\LibraryX\lib\mswin
...and the macintosh library in this directory
E:\Toolkits\LibraryX\lib\mac
You get the idea.
The library files are also very important to the build process. It is the linker that needs these files to create an executable file. See here for more info on how to define where your library-files are located.