In order for your sample library to properly function in Kontakt Player, it's important that all the components of your library folder are in place. Below are two screenshots of the Virtual Drumline 2.5 (version 2.5.5) library folder.
The only difference between the two examples is the presence of .nkc files. These are created by Kontakt once you've started using the library. The other files are of primary importance and if they aren't all present, your library will not properly function.
As long as your library folder is fully populated when you copy it to your drive, and no files are moved around, your library will function properly.
If your library folder doesn't look like one of these examples, and your missing some of the .nkx files or included folders, you should replace your library with a fully populated library folder.