Only look at this if you know Game Maker 8.1 from YoYoGames!
Here you go, I found a video of how to install LIB files for Game Maker 8.0 (8.1 doesn't change how to install LIB files): http://www.youtube.com/watch?v=YU0N6Hf4W7QHope it helps you! :)
Where is the LIB folder for 8.1?
Ok since the video didn't help you out, I'll just explain it myself since I have Game Maker. Go to your hard drive then go into program files (if you see program files (x86) go there instead) then find the folder called Game Maker and go into it. If you can't find the Game Maker folder then search for a folder called YoYoGames and go into that. Now there is a folder called lib, go into that and put the LIB files you want to have in there.
There is no Game Maker 8.1 or YoYoGames folder in Program Files and Program Files (x86).
Ok here is the default folder for putting LIB files in on Game Maker 8.1: C:\Users\yourUSERnameHERE\AppData\Roaming\GameMaker\libReplace yourUSERnameHERE with what you call your user.