The wizard can compute relationships with project's libraries to display them in a diagram. This behaviour works at package or class levels.
Select Show dependencies on project libraries to show dependencies on project libraries in a diagram
The wizard list found libraries, select the libraries to filter dependencies shown on diagram
At package level (Note that the package from libraries are a bit darker for better readability):
At class level (Note that the classes/interfaces from libraries are a bit darker for better readability):