Under Windows, you should add SICStus Prolog's and Java's DLL
directories to your %PATH%. This will enable Windows library
search method to locate all relevant DLLs. For SICStus, this is the same
as where sicstus.exe is located, usually
C:\Program Files\SICStus Prolog VC10 3.12.11\bin.
For Java, it is usually
C:\jdk1.3.1\jre\bin\hotspot (for JDK
1.6 it might be something like C:\Program Files\Java\jdk1.6.0_25\bin).
For example:
C:\> set PATH=C:\jdk1.3.1\jre\bin\hotspot;%PATH%
C:\> set PATH=C:\Program Files\SICStus Prolog VC10 3.12.11\bin;%PATH%
To make this change permanent you would use the `Advanced' tab in the `System' Control Panel. Consult your OS documentation for details.