You can turn any regular document into a Library in a couple of different ways.
Creating a Library in the Mac app
You can open any local or Workspace document and choose File > Add as Library… to turn it into a Library and add it to your Libraries.
Creating a Library in the web app
In your browser, hover over the document’s thumbnail in your Workspace, click on the cog icon that appears, then choose Settings. In the Settings panel that opens, enable the Share Symbols, Styles and Color Variables option in the Use as Library section to turn your Workspace document into a Library.
This will mark your document as a Library for everyone in your Workspace. To install a Library in the Mac app, head to the Libraries tab in the Preferences window, choose the Library you want to download and click Install.