IBM does not recommend that you copy the jar in your applications, especially to get support with a PMR.
Normally you need to install ODWEK (in the case of V9.5+ the full CMOD installation package), and in your application reference the ODWEK Jar and the native library (java.library.path)
Basically in AIX the jars are in /opt/IBM/ondemand/V9.5/www/api/ODApi.jar and the java.library.path for the native libraries are in /opt/IBM/ondemand/V9.5/www.