Setting java.library.path for a driver

I am trying to set up a custom driver to allow DataGrip to connect to an Azure SQL DB with Azure AD access. In order to do this, I need to add ADALSQL.DLL  (https://docs.microsoft.com/en-us/sql/connect/jdbc/connecting-using-azure-active-directory-authentication#connecting-using-activedirectorypassword-authentication-mode)  to the java library path. My attempts to add the property under VMargs (as -Djava.library.path=C:/path/to/my/dlls) didn't work and neither did adding it to the JVM startup options (via help > edit custom vm options...).