Hi Ritika - the 'New Library +' option not showing is a licensing/permissions thing, not a bug in the step. An Einstein Data Library runs on Data Cloud (now Data 360), so if the org doesn't have the Data Cloud license OR your user lacks the right permission, that button is hidden/greyed out.
Two things to set, in order:
1. Confirm the Data Cloud permission set LICENSE exists: Setup > Company Information > Permission Set Licenses - look for a 'Data Cloud' license. Trailhead Playgrounds usually have it; if it is genuinely missing, you are likely in the wrong org for this unit - launch the exact Playground the module links to.
2. Assign yourself the 'Data Cloud Architect' permission set: Setup > Permission Sets > Data Cloud Architect > Manage Assignments > Add Assignment > pick your user > Assign.
Go back to the Data Library screen and refresh - 'New Library +' will now be there. (Data Libraries index into Data 360 and consume its credits, which is exactly why the license + perm set are required first.)
If this helps, please mark it as the Best Answer so it helps the next person - thanks 🙂
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