In addition to obviously adding the DLL to your project references, you also need to register the control. You can do this on each page that will use the control, but I usually prefer to do it in web.config. As a quick example, here's the line I used to register the Infragistics UltraWebGrid control in my app.
<pages>
<controls>
<add tagPrefix="ig" namespace="Infragistics.WebUI.UltraWebGrid" assembly="Infragistics35.WebUI.UltraWebGrid.v8.2, Version=8.2.20082.1000, Culture=neutral, PublicKeyToken=7DD5C3163F2CD0CB"/>
</controls>
</pages>
TagPrefix works kind of like an in-page namespace, so if I had a bunch of controls I was importing from one DLL, they'd probably all have the same TagPrefix. In the page, I'd simply reference my control as follows:
<ig:UltraWebGrid runat="server" SetSomeOtherPropertiesToo="blah" />