Being a JVM language, Clojure has to deal with the JVM classpath.
Majority of Clojurians use Clojure specific build tools (which it is by the way a very convenient approach since you are going to need dependency manager and a smart REPL.
Here are some options: Leiningen and Cake
Another option is to employ IDE integration (IntelliJ, NetBeans and Eclipse are all support Clojure development).
IDE and Editors
All major Java IDEs support Clojure development, IntelliJ/Eclipse/NetBeans are all in this league.