Q: Missing iTunes Library.

Choose the iTunes Library.itl file in your Music > iTunes folder.

If you cannot find one you may have to rescue an older version:

ASC user turingtest2 help document: Empty/corrupt iTunes library after upgrade/crash - https://discussions.apple.com/docs/DOC-6561

If you don't see your content after updating iTunes  - https://support.apple.com/kb/HT203225

Menu bar or Dock? If you see iTunes in the Menu Bar then you are in iTunes.  If you see it in the Dock that is different.

Sorry, I need it step by step.

You click on iTunes in the Dock. That results in the image you show? If so, select the library file or if you cannot find one then you need to re-create one.

If you are seeing iTunes in the menu bar that means iTunes is running, or at least part of it is but it has nothing to display since it is the library file that generates all the content you display.  I guess there is a remote possibility you have a corrupt installation but I would go with that as the last scenario.

iTunes is 3 things.

1) The bare-bones application.

2) Media files in their various folders in the iTunes Media folder.

3) The iTunes Library.itl file which ties it all together. This file tells the application what tracks you have in your library and where the files are located. It is like an addressbook for iTunes.  So it isn't a matter of "iTunes downloading." First, "iTunes" is the application itself, nothing else.  Second, nothing downloads.  If you lose your addressbook and then find it does that mean your friends suddenly "moved back into town", or is it a case of you just recovered your record of where they lived?

Usually when iTunes starts it automatically looks for the library file in the default location.  On occasion when an update takes place something can happen to the library file (which is why we make backups before doing updates).  If iTunes loses track of it you need to tell iTunes where to find it. If it is gone entirely you need to rebuild one or restore it from backup.

More unusual is a corrupt installation of iTunes.  More (but not very) common is a library file problem.

About iTunes library files - https://support.apple.com/HT201610 - Does not mention that a complete working library also includes other files and folders also in the iTunes folder.

More on iTunes library files and what they do - http://en.wikipedia.org/wiki/ITunes#Media_management

What are all those iTunes files? - http://www.macworld.com/article/139974/2009/04/itunes_files.html

Where are my iTunes files located? - http://support.apple.com/kb/ht1391

iTunes 9 [and later]: Understanding iTunes Media Organization - http://support.apple.com/HT201979 - plus supplemental information about organizing to new structure https://discussions.apple.com/message/26404702#26404702

In reality a "library" is all the files and folders normally found in an iTunes folder.  Read the above links so you are familiar with these other files and folders.  Now look at your folder.  If you do not see those then it means at some point in the past somebody split your library so you media are stored in one place and the library files in another.  Only you can find where those other files are located. They may still be on your main drive. Or that is where they may have been but are now gone because of an update glitch.  Do a spotlight search for the iTunes Library.itl file and see if you can find it.  Without that library file all you have are a bunch of media files but no playlists, no structure. It is like somebody went to a city library and removed the building from the lot and just left the books.