I am getting so confused with all this stuff, I keep searching but it makes it worse and i can't find anything so I hope you guys can help. thanks!

Literally speaking, do you know what is a library right?

Now imagine a "book" containing pieces of code which are reusable in many different cases or places, that "book" is a "library of algorithms".

yes I know what it is but I just mean that their are so many that I don't know which one to choose. I also know that my original question was what is a programming library but I think I should have said that I just want to know more about them because right now I don't know anything.

I went to the GPWiki and went to the libraries and in contents there were so many things like AL, Compression, GUI, and it's just really confusing so that's what i mean.
http://content.gpwiki.org/index.php/Libraries
This is the URL to the GPWiki Libraries

What exactly is confusing?

Programming libraries implement some functionality, and normally they are written to cover some area, eg "drawing stuff at the screen", or "handle network communication". Books have the same idea; there are books about all kinds of subjects, that's why we have so many different books.

Understanding what every book in the world contains is a quite useless approach, there are just too many. Programming libraries have the same problem. So instead, you do it the other way around:

First decide what functionality you need to have for your program. That gives you a topic (like AI, network and what not). Then look in the list of libraries for a library that matches you topic. Look at in more detail, if you like it, try it. If you like it enough, use it in your program.
(If not, find a different programming library, there are enough :) )

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Thanks that actually helped a lot and i think your right it is a kind of useless approach and I will take your advice. Again thanks a lot.

From my limited knowledge, a "sound library", "network library", etc would be a ready to use "thing" which makes sound or network work in a game.

From that wiki's page

The Basic Compression Library is a set of open source implementations of several well known lossless compression algorithms.

Say you want to have compression / decompression of content in a game. Skip the hassle of coding a compression algorithm all by yourself and use that library, it's ready to be used. Although not literally ready, just drop the thing in a folder and ready to go.

Thanks for the explanation!