Make sure you're visiting the Library folder which is in your home folder, not the one at the root of your hard drive. macOS has three Libraries; one in your home folder for user-specific items, one at the root for global items, and one in /System for things that are baked into the system which you generally shouldn't modify.
Note that on some versions of macOS, the home Library directory is hidden by default. You can turn that off by going to your Home directory, choosing "View Options" (⌘-J), and turning on "Show Library Folder". Alternatively, you can hold down either the Shift or Option (⌥) key (the exact key to do this varies depending on OS version) while choosing "Library" from the Finder's "Go" menu.