You should have gotten a quest from one of the librarians (find out why the lava smells so bad). After solving that quest you will find the Head Librarian way to the East and North inside the library.
As for Sigurd, you should have gotten the quest from him first before killing the other Assassin. If you did have his quest first, then you should find him inside his house (you did mark the correct house on your map right?).
