Normally, you may only access classes loaded in the server's classpath, such as Java standard library classes, Bukkit classes, and plugin classes. If you want to use third-party libraries that are not included on the server classpath, you must load them through skript-mirror first.
To load a jar file, place it in
plugins/skript-mirror/ (create the folder if it doesn't exist).
Once an external library is loaded, its classes may be imported just like any other class.