I have to admit that I am neither using Java nor Processing :-) . But all paths I can imagine are already mentioned in the discussion at stackoverflow. In general, the standard place where libraries are found are in /lib /usr/lib and /usr/local/lib . In addition, you can define environment variable LD_LIBRARY_PATH to point to any directory. For example: export LD_LIBRARY_PATH=/my/directory .
Also, to make sure that all dependencies are satisfied, you can try: ldd /path/to/library.so .

Hi Andreas! Regarding you question - the problem is that DLL (.so file) is not there where java is looking for it. The very last comment on stackoverflow actually says that the author finally found the solution. If in doubt I would suggest to check that this missing .so file is everywhere (in LD_LIBRARY_PATH, in .jar, etc.) and makes things working. After that, you can gradually remove from one location after another until it stops working again to find where it actually should be.