I'm not sure what you mean by an "Excel library". Imagine that you have this Excel workbook:
And in that Excel WORKBOOK are 2 Excel Worksheets (WOMBAT and KOALA).
In SAS, you would point to the Workbook as a SAS library:
libname the_wb excel 'c:\temp\mywb.xls';
and you could reference the sheets as the_wb.wombat and the_wb.koala.
But, when you look at the above Excel WB file, you still only see one file, not a collection of separate files.
However, there is a way in Excel technology to link multiple HTML files together in a directory structure like this:
c:\temp\main_report.html -- would be the main HTML file
and this "main" file would point to a set of files in a sub-directory structure like this:
So, then, if you opened main_report.html with Excel, it would, then open a multi-sheet workbook, where each HTML file was a separate tab or worksheet.
I don't know whether you can use a file structure like this with other types or file extensions and Excel. I have only seen the above technique with HTML files being linked together and then the "main" HTML file was opened with Excel.
To achieve this kind of structure with EG, you'd most probably have to use a code node to create the related files. If this is what you mean by your question, you might consider contacting Tech Support for more help. If this is NOT what you mean by your question, then you should definitely contact Tech Support to see whether they are familiar with the concept of an Excel library, as you mean it, and see if they know how to implement something like this in EG.