JNI is used to extend the functionality of the Java Virtual Machine through native code. Packages are used as a way of physically separating Java code in a logical fashion.
As the native code is not part of your Java code, it has no package, in fact any libraries (be it win32 dll's or another breed) are unlikely to be on your classpath at all. They have to be in your PATH (win32) or LD_LIBRARY_PATH for linux/unix. Have a read of the JNI tutorial on here, it is a great way to get you started.