Where do I put third-party libraries to set up a C++ Linux development environment?

Where to put libraries

The best solution is to use your Linux distribution's packaging system (apt-get, yum, or similar) to install libraries from distro-provided packages wherever possible.

If the distro's packaged libraries aren't of a recent enough version, or if you need some nonstandard build options, or if you need a library that your distro doesn't provide, then you can build and install it yourself. You have two main options for where to put the library:

• /usr/local (libraries under /usr/local/lib, headers under /usr/local/include). This installs the libraries systemwide and is probably the simplest solution, since you should then be able to build against them without taking any extra steps. Do NOT install libraries directly under /usr, since that will interfere with your distro's packaging system.
• Under your project directory, as you did under Windows. This has the advantages of not requiring root access and not making systemwide changes, but you'll have to update your project's include paths and library paths, and you'll have to put any shared library files someplace where the dynamic linker can find them (using LD_LIBRARY_PATH or ld.so.conf - see the link for more details).

How libraries work

See David A. Wheeler's excellent Programming Library HOWTO. I'd recommend reading that then posting any specific questions as new topics.

How to distribute your program

Traditionally, Unix / Linux programs do not include copies of their dependencies. It's instead up to the end user or developer to install those dependencies themselves. This can require a "large README," as you said, but it has a few advantages:

• Development libraries can be installed, managed, and updated via the distro's package manager, instead of each source copy having its own set of libraries to track.
• There's only one copy of any given library on a system, so there's only one place that needs updating if, for example, a security flaw is found. (For example, consider the chaos that resulted when zlib, a very widely used compression library, was found to have a security flaw, so every application that included an affected version needed to be updated.)
• If your program is popular enough (and is open source or at least freely available), then package maintainers for various Linux distributions may want to package it and include it in their distro. Package maintainers really don't like bundled libraries. See, for example, Fedora's page on the topic.

If you're distributing your program to end users, you may want to consider offering a package (.dpkg or .rpm) that they could simply download and install without having to use source. Ideally, from the end user's perspective, the package would be added to distros' repositories (if it's open source or at least freely available) so that users can download it using their package managers (apt-get or yum). This can all get complicated, because of the large number of Linux distros out there, but a Debian/Ubuntu compatible .dpkg and a Red Hat/CentOS/Fedora-compatible .rpm should cover a good percentage of end users. Building packages isn't too hard, and there are good howtos online.

for the first part of your question regarding Windows: there's no real standard place for libraries/headers on Windows, so the easy solution is: create your own. Simply provide a single lib/ and include/ on your system and have all your projects use it (by setting the path in a cmake file that you include everywhere). Put all third party libs in there, for example:

your projects:

d:/projects/projectA
d:/projects/projectB

third party stuff:

d:/api/lib/lua.lib
d:/api/include/lua/....

(you can even use symlinks aka 'directory junctions' if you have different version)

and the corresponding cmake file:

include_directories( d:/api/include )
link_directories( d:/api/lib )