Step 1: Start the Eagle control panel
In linux type eagle from the command line.
In windows double click on the eagle icon.
Or start->programs->eagle layout editor (version) -> eagle
Your screen should look something like this now.
Step 2: Select or create a library
1) To create a new library go to the menu bar and select File->New->Library
2) Add to existing library in the left pane of the control panel right click on the library you want to add the part to and select open.