How to install a library in a custom plugin?

I tried to, but to be honest I have no idea how to do that correctly. I’m coming from programming in C and Python and therefore I have no idea how to use the composer.

Could you help me with the correct command line command? If I type

composer

in the command line it shows me

bash: composer: command not found

Shall I use the composer.phar in /bin or must it be installed by my hosting company? How do I tell it which package it shall install and where it shall be installed.