No. (You don't really understand what a preprocessor does, please read about it, and avoid using it unless absolutely needed. You also need to learn the build process: what a compiler, linker, system process loaded do.)
Library is used at the level of linking, not compilation:
http://en.wikipedia.org/wiki/Linker_%28computing%29[
^].
This is done by parameters passed to the linker. Borland IDE provides project and environment options for linker input, path for location of link libraries and object files and so on. Please scan you IDE UI for the menu and option windows to find it out.
—SA