You don't have the natives set up in your LWJGL application.

Here's how to do it:

1. Go to your LWJGL folder that contains the folders named "jar", "res", "doc",
and "native". You need to go into Eclipse (assuming you use eclipse), open your
project in the Project Explorer on the left side of your screen.
  
2. Right click on the "JRE System Library" of your project, and click 
"Build Path" -> "Configure Build Path".
  
3. Include the LWJGL native libraries to your project in the Build Path
Configurer by clicking the "Native library location" which can be seen in the 
JRE System Library dropdown menu.
  
4. Click on "Edit...", which will be the only button clickable in that general
area.
  
5. A file explorer will pop up. Navigate to the location of your LWJGL native 
  folder (The location should be something like 
  "C:\Users\YOURUSERNAMEHERE\Desktop\Java\eclipse\lwjgl-2.9.0\native"
  if you are using Windows) and include the folder named [Your OS here].
  
By:https://stackoverflow.com/users/2221857/freelancecoder