You can add libraries from the internet into your workspace with the 'go get' tool. If you wanted to get the memcache library you would run:
go get github.com/bradfitz/gomemcache/memcache
'go get' understands the url, and plenty of others, to grab the go files in the memcache directory of that repository, put them in your src folder in $GOPATH/src/github.com/bradfitz/gomemcache/memcache/ and build the library to place them in $GOPATH/pkg/github.com/bradfitz/gomemcache/memcache.a.
This will automatically grab any dependencies that gomemcache has.
In your main file, you can reference it by referencing the namespace that's now in your $GOPATH/src/ and $GOPATH/YOUR_ARCH/pkg/ directories.