You are installing Gener/OL and Implementation Guide, page 4-29 Step 8, refers to "your.cics.system.lib"
Which CICS library is it referring to?
This is the IBM CICSLIB which was provided when you installed/upgraded to a new IBM CICS release.
You will be using these libraries to link in all of the DFH (CICS) modules.
Be sure to review all of your IBM CICS related installation material.