Which 'Customer Message' are you referring to?
You can add an action call "Show Message" which will display a message on the screen when it is time for that action to occur. I'm not sure if this is the message you are talking about.
As for the 'library' I can only assume that you are speaking about the 'Method Library'. The Method Library is located on our Method Server and screens are added to this library by the Method team. When importing screens into Method, you can choose to import screens from your own account, another Method users account or from the Method Library.