Where is your WMP Library? Basically WMP is simply a reference player/playlist player. It doesn't actually have its own physical library folder unlike some other programs. For music what I'd recommend is moving your music to your Music Folder within your user account. Then adding that to WMP's playlist. For fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here:
Using Library Explore button to access downld folder (click on link) & the folder will open up for you. Then just drag & drop or cut & paste the files to the Music folder. Then open WMP & have it scan the Music folder to add the music. See
Using windows media player