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Libraries and Files are different. If you add items to your Libraries they show up in a desktop application Library panel and on the CC Assets site under Libraries.
If you want to see Stock items under your Creative Cloud Files on your desktop choose the option from the Stock website to add them to your desktop file system.
Actually, the correct answer is that this feature is not supported in Muse yet. See below:
The Creative Cloud Libraries feature is currently supported in Photoshop CC, Illustrator CC, InDesign CC, Dreamweaver CC, Illustrator Draw, Photoshop Sketch, and Comp CC.