HELP - External Libraries?

Hi, I've finished my series of tutorials and built a investment calculator with QT, now that's finished and I wanted to create a small radio that allows to retrieve audio from an URL. I wanted to use Juce but I'm clueless about it, I know how to program but I've never touched external libraries? Help me please. Are there any good tuts on this or something? I've searched on Youtube and Google but I couldn't find anything that was useful to me. I want to know how to import and use Juce or any other library, after that it should be easier for me to program. Thanks in advance.
Qt is an external library, why do you say you have never used an external library?
Qt comes with its own IDE I used. I'll also mention I use both codeblocks and eclipse, eclipse set-up is preferred tho.
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