I'm a bit naive when it comes to application development in C. I've been writing a lot of code for a programming language I'm working on and I want to include stuff from ICU (for internationalization and unicode support).
The problem is, I'm just not sure if there are any conventions for including a third party library. for something like readline where lots of systems are probably going to have it installed already, it's safe to just link to it (I think). But what about if I wanted to include a version of the library in my own code? Is this common or am I thinking about this all wrong?
If your code requires 3rd party libraries, you need to check for them before you build. On Linux, at least with open-source, the canonical way to do this is to use Autotools to write a configure script that looks for both the presence of libraries and how to use them. Thankfully this is pretty automated and there are tons of examples. Basically you write a configure.ac (and/or a Makefile.am) which are the source files for autoconf and automake respectively. They're transformed into configure and Makefile.in, and ./configure conditionally builds the Makefile with any configure-time options you specify.
Note that this is really only for Linux. I guess the canonical way to do it on Windows is with a project file for an IDE...