You can package a library either with the piece (internally) or separately from the piece (externally).
To package a library internally:
Select the piece that's using the library.
Open the library and make sure it's selected.
Select File > Publish > Package.
Select the options you want.
Select Package All Libraries Internally if you want to package all libraries associated with the piece internally.
If you want to package only selected libraries, deselect Package All Libraries Internally. When you click Save Files and Package you will have the option of selecting the libraries you want to include in the package.