The good news is that there are a lot of ways to add a library in EG. The bad news is that there are a lot of ways to add a library in EG.
🙂 First question: are you running EG local only (shows something like "No connection" in the bottom right of the screen) or with a Metadata server behind the scenes (shows some sort of connection info at the bottom right). Second question: what version of EG are you using? 4.1? 4.2?
If you have EG 4.2, an easy solution to get the libraries you want would be to include the code for the LIBNAME statement under Tools / Options / SAS Programs / Submit SAS code when server is connected. You can put your libname statements in there, no muss, no fuss. You could also use the SAS Enterprise Guide Explorer to define a library (Tools / SAS Enterprise Guide Explorer). I'd explain more of how to do that, but it varies a lot depending on whether SAS is local or server based and what version of EG you're running.
SAS Management Console is another good way to define libraries for use if you're running in an environment with a metadata server. FYI, just because you have SMC installed doesn't mean you have a metadata server installed and configured.
Hope this helps initially... write back with more info. If needed, feel free to contact SAS Tech Support if you want a more immeadiate response:
http://support.sas.com/techsup/contact/. Unlimited tech support is provided with you SAS license, though I'll warn you they're operating with a limited staff from noon (EST) on December 24 until January 4. Not that you want to take time our of your holiday vacation to set up your EG libraries!