Well generally there are the same steps of introducing a library.
1. Download it
2. CMake it (configure it)
3. Build it
4. Put the .dll/.so in the correct folders
5. #include <LibFolder.hpp> in your project.
6. Link your compiler to the shared objects.
Didn't BASS come with its own tutorial? If not you should look at SFML's tutorial, that'll show you the steps. These steps worked for me when installing GNU GMP as well.