If this is a new install, then it is likely that the installation process has not been completed. if you have custom libraries, then copying the relevant files should be part of the post-install tasks. Please ensure that you (or your IT) are following the instructions written by ConQuest Support all the way to the end.
If this is not a new install, then the first check is to ensure the folder/files for the library are visible:
Open ConQuest
Go to Options
Select Libraries and check the Library required is listed as an option.
If not, add an entry with a 4-digit library name in the left cell followed by the folder location in the right cell.
If the correct library entry is listed, check the folder path is correct and in line with File Explorer or a colleague's options.
Check that the file names within the folder are correct (they should all be something like ROCKACHD.dat and ROCKACHD.idx). Note: for example, if you have something that resembles a phone number appended to this, then you are likely to be a victim of a cyberattack and should inform your IT immediately.
Even if you do not have a new install, incorrect Library settings are indicative that the install was not completed correctly, that a change has been made and not applied to your configuration or that something has been inappropriately reverted to default settings.
If everyone is having the same error and the above has been checked, the Library will need to be zipped and sent over to support.
If the library folder is present but empty, this will either need to be restored by your IT or copied from elsewhere - if changes have not been made to the copy of ROCK which was in use, you can take the default version from C:\ConQuest Q Series\Libraries, but be very certain that the default is acceptable.