Obviously one can never support everything out of the box. However, in this case you are lucky: Opencv libs are contained in
devkit-x86\sysroots\i586-poky-linux\usr\lib and include files in
devkit-x86\sysroots\i586-poky-linux\usr\include\opencv, and
devkit-x86\sysroots\i586-poky-linux\usr\include\opencv2 resp.
So you are good to go.
In general for proprietary libraries you'd have to compile them for Galileo and add them in the respective folder of the sysroot.