The Shared user library is not stored within the EMDR folder itself because it is shared between a number of products.
If you want the libarry to be also stored within your EMDR folder then click here and select "Run from this location" when prompted.
To access the libarry at its current location then do the following. (Using shortcuts is an easier approach in the long term).
NOTE: In version 2.6.6.e there is a checkbox labelled "Use shared library" in the File/Options window. When ticked the system will refer to the shared library directly without needing to do the following.
Click where the blue arrow points.
You start in C:\CS\vEMDR\Image\Background
Move down one folder level to C:\CS\vEMDR\Image\
Move down one folder level to C:\CS\vEMDR\
Move down one folder level to C:\CS\
Move up one folder level to C:\CS\Shared
Move up one folder level to C:\CS\Shared\Images