The only way I find is a convoluted way to embed a playground in an xCode project. In the project options are available to add my compiled third party c-library "mymathlib.a" (which then becomes available to the playground), but no such things exists (or is advertised) to do this from within the playground itself.
Adding a bridging header or similar isn't an option in a playground (because the xCode playground template doesn't offer project config options for a playground), but the Resources subdir seems a good place for the file "mymathlib.a" to live in.
How about any wizardry using package mgr or upcoming config options in the xcode/swift roadmap for playgrounds such that experimenting with 3rd party c-functions from playgrounds becomes amenable? A natural thing to ambiate doing in (Q&D:) software prototyping, isn't it? After all, Swift is touted as providing no-brainer access to c-libraries. Linking to low-level c (non- ObjC) doesn't involve compilation or bridging (only knowledge about c calling conventions).
Hint, hint !
Linking to a static library unfortunately does require a missing step: linking. It's not an inherently impossible task, but it'd be a new feature that isn't really related to Swift (you can't do it from a running Objective-C app either). Please file a bug at https://bugreport.apple.com!