There are three possible ways to access your Library, depending on whether you'd like to 1) just play a Game, 2) import an Asset into your Game creation, or 3) start editing a Game in the Editor:
1) If you access your Library by pressing Esc and then selecting the Content tab, and then selecting the Library subtab, you will be able to view Games & Assets that you have downloaded or saved locally yourself. Games that came with The Endless Mission will be visible here, but you will not be able to see Assets that came with the game in this way.
2) If you access your Library by using the Library Panel in the Editor (the menu on the right edge of the screen), you will be able to see all Assets you have stored locally regardless of the source, but you will not see any Games there.
3) A third way to access your Library is by pressing the Load button in the Editor. Here, you will see all the Games you have stored locally regardless of the source. No Assets will appear here.
Here are some things you can do with a Game in your Library: