VMS Help MACRO, VAX MACRO Assembler, Directives, .LIBRARY  *Conan The Librarian (sorry for the slow response - running on an old VAX)

    Adds a name to the macro library list that  is  searched  whenever
    a .MCALL or an undefined opcode is encountered.

      .LIBRARY macro-library-name

    macro-library-name

    A delimited string that is the file specification of a macro
    library.

    The libraries are searched in the reverse order in  which  they
    were specified to the assembler.

    If you omit any information  from  the  macro-library-name
    argument, default values are assumed.