Yes, I did stop short of telling you how to change the paths. Changing the paths is something that is to be done only with extreme care. The environment variables that a given compiler uses are compiler-dependent. The default paths are OD dependent.
In general, though, if you have to ask the question, you shouldn't be fiddling with things.
Where the Arduino IDE looks for libraries is version-dependent, too. For some details:http://arduino.cc/en/Reference/Libraries
You didn't say if you are having problems with a specific library, determining where to put it, or were just asking a general question.
If the original post was for general information, you now have that. If it concerned a specific library being accessed by a specific version of the IDE on a specific OS, tell us what library, what version, and what OS.
Oh, and AlphaBeta gave the details for how to absolutely ensure that a specific header file gets loaded from wherever, with any version of the IDE, on any OS that uses forward slashes. You can, of course, reverse them if you are on a backwards OS.
That does NOT, howere, ensure that the compiler will be able to locate the corresponding source code to compile, or the corresponding object files to link, so, use that method with care.