hesham2012:
do i have to download the library to my computer or is writing the code#include "LibraryName,h" enough to include it in my sketch??/
For most of us beginers yes, you will need to download them and install them on your local PC.
Here is a link from lady ada's web site at her tutorial. Take a look and see if it helps you understand what they are, what their function is and how to implement them.