You need to make sure you add the jars to your sketch. The best thing to do is for you to provide your link for this library and tell us how you are managing your jars. If you use a Processing library like G4P or ContolP5, you can install any of them through the contribution manager. They come with examples to get you started. JOptionPane is another option, which comes with Java. You can check for previous examples in the older forum.
Kf