In my current project I am using a 3rd party library which has no JPA annotations.
How can I persist objects from that library using JPA and external mappings?
Refer to the docs of your JPA implementation; any serious JPA implementation should provide examples of use of XML as well as annotations. See http://www.datanucleus.org/products/accessplatform_2_0/jpa/metadata_xml.html for DataNucleus docs for XML structure, and then refer to the particular relation types for examples of different features.