How to use drupal_add_library with a module?
You can call it in that hook if you want it on every page (or add some logic to restrict the pages that it loads on), that's fine.
As per the API:

$module: The name of the module that registered the library.
$name: The name of the library to add.

If you're creating your own library, Jimmy Ko is correct: you need to declare it in hook_library.
Note that $name should exclude the file extension (e.g. .js)