Library objects are used to store all the assets used to generate the various UMAs in the scene.
Luckily, there is already a prefab set up with all the library objects in it. Find the “UMA_DCS” prefab and drag it in to the scene to instantiate it. It is located at “UMA/Getting Started/”.
There is also a newer Global Library that simplifies adding and accessing the various UMA assets. To access it, select from the top toolbar, “UMA→Global Library”. The global library is a resource, and does not need to exist in each scene.