Do you have error messages? What kind?
Can you show the exact path to the jar of this library? And the path to the jar of a working library, so that we can compare.

When I try to open the library, writing import cosm.*;
appears, No library found for cosm, and The package "cos" does not exist. You might be missing a library.

I unziped the folder "jmsaavedra-Cosm-Processing-Library-9bd6fdf" to
My Document>>Processing>>libraries

This library has 5 jar files, but any of them has cosm name
commons-logging-1.1.1  ;  httpclient-4.1.3  ; httpclient-4.2  ; httpcore-4.2  ;  json4processing
 
being the path:
My Document>>Processing>>libraries>>jmsaavedra-Cosm-Processing-Library-9bd6fdf>>lib>>json4processing

For example the path for the jar file of eeml (old library of Pachube) is
My Document>>Processing>>libraries>>eeml>>library>>eeml.jar

Thanks for your help

Mmm, you have a bad start by not having a cosm.jar!
By the name, it looks like you downloaded a snapshot of the project, usually made only of source code (and here of needed libraries). See if there is a file to download (in the Downloads section, I think), giving a binary, compiled version of this library. Otherwise, you would need to compile it yourself (or ask somebody for a binary).

You haven't followed the library installation instructions : your path should be:
My Document/Processing/libraries/ cosm/ library/ cosm.jar
ie. the library name must be the same than the jar name (and only letters and numbers), and the intermediate folder must be named library .

Went to this page, found a Downloads link, clicked on it, saw a cosm.zip file that looks promising. I haven't tried to download it to see what is in there...

" until now I've never changed the files/folders names of any library"
You were lucky, some (if most) libraries are well behaved and work out of the box, but some need some tweaking...

No problem, everybody learn by mistakes, and hopefully this thread can be useful to somebody else with similar needs.

The GitHub interface can be confusing for newcomers, the nuance between "Files" and "Downloads" and "ZIP" can be subtle...