I will answer myself... After searching a lot throught the net I found the answer. At least with Vista is not good enought to copy and paste the ".lib" file into the "kicad/library/" archive. After that you will have to add the new library to the existing ones. You can do so by opening EESchema, go to "preferences", then "libs&dir" and click on the Add button. You will have to browse for your file and it will be added to the list. Now you can start working with that library.
:-)
