Translation:We don't know where the library is.
Finally an answer!
"we dont where is the library" is wrong, why?
You should add the verb "know" as in "we don't know where the library is"
It's incorrect grammar in Englsih. Search for "indirect questions." They are a eay of making a question sound more polite.
Why not "We don't know where is the library"?
Based on the sequence of words, it translates exactly to that.
I think of it that Duolingo is not asking for a literal word-for-word translation, because that won't always make sense in English. Rather, they are asking for the closest equivalent phrase in English.