When you download LWJGL 2.9.3
from sourceforge.net there is a "native/" folder containing the respective native libraries for each platform/OS. Just choose your platform and set java.library.path to that directory.
Besides that: If you are just starting a new LWJGL project, you should _definitely_ use LWJGL 3
from here.
(choose "Nightly - Bleeding edge, possibly broken")
Despite of the name "possibly broken" it is very stable and likely less broken than the "Release" or the "Stable" versions.
And you will always be up to date with cool new libraries, such as bgfx (soon).
