How to ship a ruby gem/library with an external custom native library as a dependency?

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I'm building a library/gem in Ruby that calls some functions from a native custom library written in C++. A C++ library, in a pre-compiled form, is available for Windows, Linux and MacOS, and, of course, they're 3 different files.

Questions:

how should I go about shipping my gem with with 1 or all 3 at once C++ libraries?

Should I put them into a subdirectory of my gem? Then, how would I allow a user to download a gem with a C++ library that's been pre-compiled for his OS rather than including all 3 at once?

Or require a user to download it on its own? Then how would get a path to that library, how would a user pass it into my gem?

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