You don't need to install any libraries or drivers for jit.freenect.grab to work. It's built against libfreenect as a static library (which is typical for Max objects, overall, I'd say).
So that means that you haven't put jit.freenect.grab in your search path. As a simple test, put the object in the same folder as your main patch (same level). If it still doesn't find the object, you probably have a problem with your Max install (or you have the wrong version of the freenect object...).