When, for example, building a Java action that handles MS office files, you might want to use the Apache POI public library (which provides pure Java libraries for reading and writing files in Microsoft Office formats), consisting of several jar files. You can download and add these jar files to the user library folder of your Mendix project so you can leverage them in your Java actions.
Third-party modules or customized modules could also contain jar files. When downloading modules from the AppStore, you could introduce dependencies into your project.