Just generated my first world in 42.02, found a library in Legends mode after about 190 years of world generation.
Did not show up on a string filter, as that seems to only search for names rather than structure types. It is a structure by the way, not a site.
Legends Viewer does not display or search on structures, so I found it by reading through the legends mode list. There was exactly one library, and it was constructed inside a fortress in year 44. Smaller world, above-average number of civilizations. Lots of beast rampages were going on in the fortress the year it was constructed.
Here is the seed, if anyone cares. They seem not-to-hard to generate, but this is a nice war-raveged world with lots of sites changing hands:
Created in DF v0.42.02.
[WORLD_GEN]
[TITLE:CREATE WORLD NOW = 3344344]
[SEED:9LQchC0ioYHJ3FjZFiPy]
[HISTORY_SEED:ViGtKsp4Obz4boP2dv7s]
[NAME_SEED:dvCLlUdV9C1eGdFz9Dh4]
[CREATURE_SEED:iTieQeUy446ZKhwC6vju]
[DIM:65:65]
[EMBARK_POINTS:1504]
[END_YEAR:250]
[BEAST_END_YEAR:250:-1]
[REVEAL_ALL_HISTORY:1]
[CULL_HISTORICAL_FIGURES:0]
[ELEVATION:1:400:800:800]
[RAINFALL:0:100:101:101]
[TEMPERATURE:25:75:101:101]
[DRAINAGE:0:100:101:101]
[VOLCANISM:0:100:101:101]
[SAVAGERY:0:100:101:101]
[ELEVATION_FREQUENCY:3:2:0:1:0:1]
[RAIN_FREQUENCY:1:1:1:1:1:1]
[DRAINAGE_FREQUENCY:1:1:1:1:1:1]
[TEMPERATURE_FREQUENCY:1:1:1:1:1:1]
[SAVAGERY_FREQUENCY:3:1:1:2:2:3]
[VOLCANISM_FREQUENCY:1:1:1:1:1:1]
[POLE:NORTH_AND_OR_SOUTH]
[MINERAL_SCARCITY:500]
[MEGABEAST_CAP:4]
[SEMIMEGABEAST_CAP:9]
[TITAN_NUMBER:3]
[TITAN_ATTACK_TRIGGER:80:0:100000]
[DEMON_NUMBER:22]
[NIGHT_TROLL_NUMBER:11]
[BOGEYMAN_NUMBER:11]
[VAMPIRE_NUMBER:11]
[WEREBEAST_NUMBER:11]
[SECRET_NUMBER:22]
[REGIONAL_INTERACTION_NUMBER:22]
[DISTURBANCE_INTERACTION_NUMBER:22]
[EVIL_CLOUD_NUMBER:11]
[EVIL_RAIN_NUMBER:11]
[GENERATE_DIVINE_MATERIALS:1]
[GOOD_SQ_COUNTS:1:16:0]
[EVIL_SQ_COUNTS:1:16:0]
[PEAK_NUMBER_MIN:1]
[PARTIAL_OCEAN_EDGE_MIN:0]
[COMPLETE_OCEAN_EDGE_MIN:4]
[VOLCANO_MIN:1]
[REGION_COUNTS:SWAMP:0:0:0]
[REGION_COUNTS:DESERT:0:0:0]
[REGION_COUNTS:FOREST:0:0:0]
[REGION_COUNTS:MOUNTAINS:0:0:0]
[REGION_COUNTS:OCEAN:0:0:0]
[REGION_COUNTS:GLACIER:0:0:0]
[REGION_COUNTS:TUNDRA:0:0:0]
[REGION_COUNTS:GRASSLAND:0:0:0]
[REGION_COUNTS:HILLS:0:0:0]
[EROSION_CYCLE_COUNT:250]
[RIVER_MINS:5:5]
[PERIODICALLY_ERODE_EXTREMES:1]
[OROGRAPHIC_PRECIPITATION:1]
[SUBREGION_MAX:2750]
[CAVERN_LAYER_COUNT:3]
[CAVERN_LAYER_OPENNESS_MIN:0]
[CAVERN_LAYER_OPENNESS_MAX:100]
[CAVERN_LAYER_PASSAGE_DENSITY_MIN:0]
[CAVERN_LAYER_PASSAGE_DENSITY_MAX:100]
[CAVERN_LAYER_WATER_MIN:0]
[CAVERN_LAYER_WATER_MAX:100]
[HAVE_BOTTOM_LAYER_1:1]
[HAVE_BOTTOM_LAYER_2:1]
[LEVELS_ABOVE_GROUND:15]
[LEVELS_ABOVE_LAYER_1:5]
[LEVELS_ABOVE_LAYER_2:1]
[LEVELS_ABOVE_LAYER_3:1]
[LEVELS_ABOVE_LAYER_4:1]
[LEVELS_ABOVE_LAYER_5:2]
[LEVELS_AT_BOTTOM:1]
[CAVE_MIN_SIZE:5]
[CAVE_MAX_SIZE:25]
[MOUNTAIN_CAVE_MIN:2]
[NON_MOUNTAIN_CAVE_MIN:3]
[ALL_CAVES_VISIBLE:0]
[SHOW_EMBARK_TUNNEL:2]
[TOTAL_CIV_NUMBER:15]
[TOTAL_CIV_POPULATION:15000]
[SITE_CAP:396]
[PLAYABLE_CIVILIZATION_REQUIRED:1]
[ELEVATION_RANGES:136:272:136]
[RAIN_RANGES:0:0:0]
[DRAINAGE_RANGES:0:0:0]
[SAVAGERY_RANGES:132:528:1056]
[VOLCANISM_RANGES:0:0:0]