To use the .Net / WinCE-component you have to refer to the PLCcom.Opc.Ua.Sdk.dll.
When using the Java component, a reference to the files plccom.opc.ua.client.sdk-xx.xx.xx.jar ist necessary.
Furthermore, the folder "thirdparty" with all files included in the delivery package must be present.
It is best to copy these files and folders into your [jdk HOME]/jre/lib/ext or [jre HOME]/lib/ext directory, the Java environment used by your development environment.