Well,
a third party product an consist out of source library (set of c/cpp/h files), then you can just add them to your own project, as if it were files you wrote for your own project (check legal usage of those sources). Or the library is provided as a binary library (already compiled, check if the binary are for your platform). In this latter case the header files of the sdk tell you (and the compiler) the functions, types, etc ..
What dit that sdk contain ?
Lieven