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First, in general the way to link against third party libraries in catkin would be: The cmake way, i.e. don't do anything special.

With respect to your specific problem: You did not list the errors you get, so I can only guess that it is specific to xmlrpc. AFAIK ROS also uses xmlrpc, so if you depend on roscpp, you might not need to do anything or link it the same way. However, if there is some difference in the way that you and ROS link the library (or especially the version) you might have a larger problem.

For something more specific, you'd need to provide more details, especially what code you use and the linker errors.