use of at

AT the library.

In, as a preposition of place, is usually used to talk about the position of someone or something inside large places such as countries, continents, big cities etc 'I am in Serbia now.'

At, as a preposition of place, is usually used to talk about the position of someone or something inside small and unimportant places such as villages, small towns etc.  'I am in the bus.'

At is also commonly used with proper names such as buildings or organizations. (your question, LIBRARY)

In, as a preposition of time, is usually used when talking about parts of the day. 'In the morning.'

At, as a preposition of time, is usually used with clock time. 'Train leaves at two.'

Regards