The stage 4 theme music of Embodiment of Scarlet Devil is named ヴワル魔法図書館 (Vuwaru Mahou Toshokan, lit. "Voile, the Magic Library"). Based on this, some of the English-speaking fandom originally believed Voile to be the name of the Scarlet Devil Mansion's library. However, this is not canon and ZUN has consistently referred to this library as "Scarlet Devil Mansion's Library" or "The Magic Library" in official works without any mention of "Voile". See also topic #9233.
The library is tended to by Patchouli Knowledge, a large squad of fairy maids, and, allegedly, Koakuma. Kirisame Marisa frequently breaks in to "borrow" (read: steal) books, but occasionally will sit peacefully with Patchouli.
The library is often depicted as a massive tesseract (larger on the inside) or even a pocket dimension attached to the mansion.