MAX7219 Library selection

You don't need a library for that,

Call SPI.begin() in setup to use the default 4 MHz speed and SPI Mode 0.

Then add some SPI.transfer() calls like this:

digitalWrite (ssPin, LOW)
SPI.transfer(registerAddress);
SPI.transfer(data);
digitalWrite (ssPin, HIGH);

Put it in a function if you want.

Call it 5 times in setup() for:
normal mode (vs standby)
display test off (vs all LEDs on)
3 digits
brightness (0 to 15)
display mode (auto decode if just displaying 0,1,2,3,4,5,6,7,8,9,H,E,L,P,-). (vs no decode mode)

Then call it again 3 times in loop for registers 1,2,3 to send the 3 digits you want displayed.

It's pretty simple. The register addresses are in the data sheet for the 5 control bytes and the digits.