If the java library uses the underlying platform ( windows for example ) then they normally will contain the dll within the jar file (in fact nice ones will include them for all platforms they are capable of running on). A simple check on which operating system they are running on and they can then use the correct file.
This gives the advantage of
a) They will use the system specific file they were compiled against, even if the system has a different version installed.
b) Using them from another java program, you won't need to worry about obtaining the files they rely on, they will be there.
If you have access to the api docs for the library/class , they can be accessed through javaobject, without the need for a wrapper.