Drag the Library window around like any other window. You can also "dock" it. This means that it will stop floating and stick to the edge of the main window.

To dock a Library window

 

TIP: To avoid docking, hold down CTRL while you move the library

To undock a Library window

Nesting libraries

TIP: To un-nest a library, drag it away by its tab

Page url: https://www.anyrail.com/help_en/index.html?docking_and_undocking_a_librar.htm