I figured this out myself, so hopefully it's all correct. But it works :)
Make sure your shell is in the source directory
Run: "./scripts/feeds install <<your lib>>"
Often this works. If it doesn't we will install manually.
mkdir -p package/libs/<<your lib>>
cd package/libs/<<your lib>>
wget https://raw.githubusercontent.com/openwrt/packages/master/libs/<<your lib>>/Makefile
I tried that already and it fails in the build process. I tried creating an updated LEDE build (Using the Omega parameters and selecting openzwave as a library to build (in menuconfig ) with and for some reason it fails. The best guess I can think of is its building for the wrong OS / using the wrong toolchain but I dont know... that is why I am here :)