The first solution you could choose would be to install the files in the extensions folder of the JVM (JAVA_HOME\lib\ext). The problem with this approach is that your application will only work until a new version of Java is installed.
So, the best approach is to install the files in your own private folder. Then, you must instruct the JVM to search for them in that location. That can be achieved by setting the java.ext.dirs property with the full path of that folder. You can set a Java system property in the Edit JVM Parameters dialog.
You will have something like: java.ext.dirs = [MyFolder_DIR]
You will probably also want to use the native extensions installed in the "lib\ext" folder of the JVM. For this you will have to set the java.ext.dirs to a list of directories which includes your private folder but also the default one. In that case you will have to use the environment variables that the Advanced Installer Java Launcher sets when it loads the application. The environment variable that you should use is AI_JVM_HOME that is set to the full path of the home dir of the loaded JVM.
So the final result will be: java.ext.dirs = %AI_JVM_HOME%\lib\ext;[MyFolder_DIR]