Something has gone wrong. On Windows the installer lets you install the libraries, did you install them? When you started eeschema for the first time, did you continue with the default library table?
You have added a project specific library to the global table. The Library Path has KIPRJMOD in it which means that you have to copy the library to each project separately even though it’s in the global library table.
For details see especially Library management in KiCad version 5 and also other FAQ articles about Libraries in (Start Here) Frequently Asked Questions if needed.