Those are header files, not the library itself. For a library, you should have source files in C or C++. If the source is not available, you should be provided object files or library file(s).
Also, there is a change that you are trying to use a library which is supplied not through the static library file, bit as an executable file called
shared library or
dynamic-link library. In this case, you will also need this library during run-time. The methods of linking this library can be different. It can be definition file, a special static link library containing binding code and being used by a linker (please see below) and more.
If you are given the source code, you should include it in your compilation. If you are given object or library files, you should reference the in the parameter of your linker. In both cases, it can be added to your make file and/or your project file (for example, the files accepted by MSBuild). If you are using some IDE, you will probably find appropriate options which let you to add the library in your project(s) and/or solution.
You did not share what development environment you are using, so find out it by yourself. This is not the biggest problem. What concerns me more, from your question I suspect you don't clearly understand compilation and linking phases of the software builds. This is where you may need some education:
http://en.wikipedia.org/wiki/Compiler[
^],
http://en.wikipedia.org/wiki/Compiled_language[
^],
http://en.wikipedia.org/wiki/Linker_%28computing%29[
^],
http://en.wikipedia.org/wiki/Include_file[
^],
http://en.wikipedia.org/wiki/Object_file[
^],
http://en.wikipedia.org/wiki/Dynamic-link_library[
^].
—SA
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