Finding and loading "libraries"
Start with the newest Arduino IDE. At this moment that is version 1.8.1.

Try to find the Library Manager. Via the menu: Sketch / Library...

In the Library Manager there is a input field in the upper-right corner where you can search for libraries.

If you can not find the library, then the next step is to download a zip file from Github. There is probably a green button "Clone or Download" on the right side with that project on Github. Use it to download that library and store it. Do not unzip it. In the Arduino IDE in the menu via: Sketch / Library... there is a option to install a .ZIP file. Use that to install the library from Github.

Your projects are probably at: Documents / Arduino

There is also a folder: Documents / Arduino / libraries

That is where the installed libraries will end up. That means you can also add libraries to that folder. Each library in its own sub-folder.