For SlickEdit, if you want to be able to use tagging features for the libraries (like parameter help, push tag, etc), you'll need the to add the source files of the library to a project in the workspace. It doesn't need to be the full source code, it can also just be the source files that define the interface into the library. For other languages, I tend to create a separate project called something like "Dependencies", and add 3rd party dependency headers and source to that.
If you don't have the source files for the libraries, and just a compiled version, then we can't read in the compiled versions for any VHDL tools, so you won't have any tagging for the library.
Let me know if I you have other questions, or if I misunderstood what you were asking.