I guess that you could solve the problem in 2 ways:
1). Place your jar file in the webMethods/lib directory
2). Add the jar file manually in CLASSPATH or SYSTEMCLASSPATH parameters in your adapters.cfg file. You need the jar file in the SYSTEMCLASSPATH if the jar is needed for the introspection of the main adapter class. Otherwise, if the jar file is only needed later for running it is enough to put it in the CLASSPATH (which you can also do in the Java tab of the Adapter Config tool).
#Integration-Server-and-ESB#webMethods