The Java language is built-in to OS X, however, you may want to add libraries and functions to it. If the extension is a .jar file, it could be put into
System/Library/Java/Extensions
Or instead, add the location of the file(s) to the shell CLASSPATH. This means creating an environment variable of that name and setting it to the listing of all the paths the java language should look to find things it is supposed to load.
This is done by editing (or creating as need be) an 'RC' file named ~/.profile (on OS X) and adding the information. The default shell on OS X is bash, so the format looks like
export CLASSPATH=/Users/lgrove/CSS/JessWin:/Users/lgrove/CSS/Jess61p4/jess.jar
In this case there are multiple paths which are separated by colons. The first case will work for Java to find .class files. The second one illustrates how to handle .jar files - the jar must be included as part of the path.