Not sure what you mean "to the library". Magix instruments can't be used outside the program they came with or were bought for. Except that Music Maker and Samplitude Music studio will share instruments.
Just to follow up on what @Graham-Hawker has written, if you are asking whether it is possible to use non-Magix VSTis in Music Maker, then the answer is Yes. You simply need to ensure that MM knows where the .dll files for those instruments are saved on your computer.
To follow up @emmrecs comment you must have Music Maker Plus or Premium version - if you are using the free version it does not support third party VST's.
The third party VST instruments should be placed in a folder of you choice, you may already have, if not create it, a VST folder in C:\ProgramData\VST - install or place the VST files in there.
Then in the Program settings, Folders tab click the Add VST plug-in path button and point Music Maker to the the VST folder.
Note- if you want an image of the VST to display in the Instrument tab, you will need a jpg image of the instrument, with the same name as the dll, no more than 300px wide, height can vary however 300px should be the maximum, it does not have to be square.
@johnebaker Ok so I tried the add vst plug-in path, and clicked ok but nothing happens. Note: the folder has dll files. Any ideas? Should the vst show up in the my instrument panel?