Pantone Connect does not add libraries into Adobe’s Color Libraries. Instead Pantone Connect is its own tool (plug-in) within Adobe CC programs that is opened and has access to all Pantone colors and the ability to use these colors within Adobe as well as within the tool set of Pantone Connect.
To support features that reference color libraries, you can add Pantone colors to your swatches by opening the color's menu (right click or selecting 3 dots in upper right corner of color swatch) and selecting ADD TO SWATCH. This will add the color into your Adobe file's Swatch panel for use within the design.