GNU Octave doesn’t come with an easy way to set a PATH variable so as to simply calling library functions and whatnot. To add to the PATH, you need to edit the octaverc file. On windows this will be in:
C:\Octave\3.2.3_gcc-4.4.0\share\octave\3.2.3\m\startup
and on linux you will find it at:
~/.octaverc

In this file you need to add the line:

addpath(genpath("C:\\Path\\to\\your\\library"));

somewhere before the atexit(…) call. It is important to use double backward slashes in the directory path, otherwise Octave will try to parse the path name as escape characters which will not end well.