I don’t think 4.0.7 is already officially released. The only platform that has 4.0.7 is ubuntu. Ubuntu has a separate package for the library. So install this package and you should find libs under /usr/share/kicad/library.
If this libs are not added to your project add them via eeschema->preferences->component libraries.
A lot of the libs that should be installed are not automatically added to new projects. This can be changed by edditing the main template found under /usr/share/kicad/template/kicad.pro
More details about that: