me为宾语，at the library为状语。

《朗文当代英语词典》有如下解释：

【SHOW SOMEBODY WHERE TO GO】 [T always + adverb/preposition]
to show someone which direction they should go in
　She pointed me towards an armchair.
　Could you point me in the direction of the bathroom, please?

《韦氏高阶英汉双解词典》有如下解释：

5[+obj]：to show (someone) which direction to travel in order to reach a particular place；to direct (someone) toward something 给（某人）指方向；给（某人）指路

She pointed him to the school's library. 她指给他去学校图书馆的路。

Could you point me in the direction of the train station? 你能给我指一下去火车站怎么走吗？

If you just point me in the general deirection, I think I can find it. 如果你给我指一下大致方向，我想我能找到那儿。