@NicoleLankeu ...
Are you using Canvas Studio in your school's Canvas environment? If so, you would see a "Studio" button in the far left-hand side global navigation menu. When you click on "Studio", it takes you into your Studio "library". Essentially, that is "My Library". In fact, when you click on the "Studio" button, you'll see a three-lined hamburger menu icon in the upper-left corner of the interface with the words "My Library". Is this what you are looking for?
Check out the screenshots here: How do I use Canvas Studio? - Instructure Community (canvaslms.com)
Hope this helps a bit!