The Herman B. Wells Library is the main library on campus. It's located at the corner of 10th Street and Jordan. Here's link to the building and collections directory, which will tell you what's on each floor. If you're looking for a book you've found in the library catalog, a map of the stacks will help you locate it.
Some useful services to know about:
The IUB campus has many libraries with collections meant for specific audiences or majors. Your school may have a library specifically for its students.
Of particular note, some residence halls have libraries which loan books, CDs, and DVDs. Find out which residence halls have them here.