You need to be using a Maven plugin for Eclipse in order to do this properly. The m2e plugin is built into the latest version of Eclipse, and does a decent if not perfect job of integrating Maven into the IDE. You will want to create your project as a 'Maven Project'. Alternatively you can import an existing Maven POM into your workspace to automatically create projects. Once you have your Maven project in the IDE, simply open up the POM and add your dependency to it.
Now, if you do not have a Maven plugin for Eclipse, you will need to get the jar(s) for the dependency in question and manually add them as classpath references to your project. This could get unpleasant as you will need not just the top level JAR, but all its dependencies as well.
Basically, I recommend you get a decent Maven plugin for Eclipse and let it handle the dependency management for you.