You should have the default library installed when Pro-E was installed. Just use the open command from Pro-E and select library. There should be several folders including the fastener. If someone has changed the default installation of Pro-E, then you might have to do a bit of searching on your local hard-drive for the fasteners.
Another option is to use the 3D model space link to access the libraries on line. Select the "Connections" tab from your navigator and then the 3D modelspace link. There are a number of companies building Pro/E part libraries that are available on this link. If you want to use PTCs library, select the Pro/LIBRARY link at the top of the page. I don't think the fastner libraries are loaded by default with Pro/E. You can download the library CDs from www.ptc.com if you look for Pro/E CDs. Also you'll need to set the pro_library_dir config.pro option to point to the appropriate directory where you install the libraries.