Just sticking the jar in the lib directory won't force leiningen to include the jar in the classpath. Instead, try adding the library to your project's dependencies list:
:dependencies [[org.clojure/clojure "1.6.0"]
[org.realityforge.jml/jml "0.9.3"]]
You can find the group/id and version of available libraries by searching one of the supported public repositories. I searched maven.org for jml
to find the info I used above.
Note that this doesn't use your local copy of the jar, but rather downloads a new one from the repository and caches it somewhere. This might not be ideal, but for my own projects I've found that getting lein to use a local jar is just way too big of a headache. Using one from clojars or maven.org is so much simpler that I can overlook having to download a new copy.