You can choose to put the library anywhere in your system - on your main hard drive, on a removable drive if you are working on a few different computers or in different locations. Some people put their samples along with other recording resources in one central location; other people put them in a directory along with all their client and personal music projects. It doesn’t matter where you put them, what matters is the virtual sampler knows where the samples are.
After launching the plugin, go to the Settings panel. Click on Change Sample Location. Navigate to the folder or directory where you placed the sample library and choose the folder - it will be called COATED-19 Sample Library or Back To School 1.0 Sample Library. Click open or select, depending on your OS. Finally, remove the plugin from the channel and then add it back to the channel - this will reinitialize it and load the sample library.