Translation:I read books at the library.
I'd say, "I read at the library." Similarly, I'd say, "I work out at the gym."
What seems more natural English to me:
図書館で (としょかんで) = "at the library"
図書室で (としょしつで) = "in the library"
i got "dangerous car town" in mine. maybe the next lesson will be about city crime?
that would have stronger implications as to your location. at the library can be anywhere at the location you call library.
in the library is more specific, even if colloquially we don't really differentiate in english. the difference is more pronounced in japanese.