Where is the library located?

The text tells us that the library is located in the home that belongs to Nicholas's aunt.
In the story, the library is an important room. While Nicholas's aunt is guarding the entrances to the gooseberry garden, Nicholas turns back into the house. He makes his way to the library, where he uses a chair to reach a shelf. On the shelf is the key to the forbidden lumber room. So, without the key in the library, Nicholas would never have had access to the lumber room.
As for the lumber room, it meets every one of Nicholas's expectations. The room holds numerous exciting treasures and objects of interest. Among them are a magnificent tapestry (which depicts a hunting scene), a china duck-shaped teapot, candlesticks in the shape of snakes, and figurines packed in a carved sandalwood box. Nicholas only leaves the lumber room when he hears his aunt calling him. Before he shows himself, he replaces the key in the library.