I'm a little late, but so it goes.  Of the several library options that come up, it seems that you want the object library.  After you get into it, left click on the objects you want, the hit enter, or click on load library. At wikiblender someone (I forgot who) is writing up a tutorial on the filesystem interface that should be helpful.  I know, as an amateur myself, some of the arcana is truly confusing. Note: while I'm at it.  There are a number of useful tutorials being written.