The sapjcorfc.dll (win32) or libsapjcorfc.so (*nix) library must be in the same directory as the sapjco.jar archive.
Then, for windows, as the install instructions point out, copy the librfc32.dll to c:\winnt\system32 .
For *nix, I found that placing the librfccm.so into the /usr/lib worked out fine.
