From the online docs:

Using Compiler Flags

Libraries can also be included using compiler flags. To include a library via compiler flags, the library’s directory must be added to the list of library search directories. From the Project Options dialog, accessible by right-clicking the project tree and selecting “Options,” click the “Search Directories…” button. In the Directories dialog, select the “Library Directories” tab. Click the “Add…” button and select the containing directory from the dialog.