They have the same meaning, except for that the first makes it very clear that she is inside the library building. If she is 'at' the library, she might (possibly) be handing out leaflets on the pavement outside, or serving drinks at the library's outdoor cafe. The word 'in' always means that you are within an enclosed space of some kind. But, in effect, the two sentences mean the same.

You can say either and they mean the same thing.

I agree with Saquib. To my ears, though, the version with "at" sounds more like she is employed directly by the library, but "in" - just working inside a building.

Yes ;)

In the library - I see her surrounded by books. At the library - I see the outside walls and I know it's where she works. They mean the same. "At" has the feeling of having to go. "In" has the feeling of the time the person is there. Missed me? :D