Choose the Known Libraries... menu item to specify
  multiple library names that CMS stores and displays
  each time you enter CMS.

  When you enter CMS, the libraries you specified are
  shown in the Open Library dialog box.  To open one
  of the known libraries, do the following:

  1. Pull down the Library menu.
  2. Pull down the Open... submenu; the Open Library
     dialog box appears.
  3. Double click on the desired library displayed in
     the Known Libraries box.