The Library is your personal repository of all the 'drills', 'stories', and complete 'courses' you are practicing. This can be the content you have made yourself and have added to your library or what was added by your company, school or university to your account.
You can start (or continue) any drill, story or course that is in your library by clicking on the icon or 'start'.
If you want to start a specific part of a course, click on 'course' just below the icon of that course. A drop down menu will appear from which you can choose where in the course you would like to begin.