Unfortunately, for how great Halion 4 is, it is really lacking in the import system it contains. You cannot find legacy FXB libraries from older versions of Halion from within Halion 4, you must convert them all to the VST Preset format. If you have FXP files, you can drag and drop them directly into the mediabay tab of Halion 4 from Windows explorer (are you even on pc?). This will create an entry in Mediabay called Halion 3 content. You can then tag and categorize as you see fit.
Halion 4, unlike 2 and 3 is also lacking a visible sample import view. You will have to drag and drop your audio files into Halion 4 from Cubase Mediabay (are you even on Cubase?) or hit CTRL + I to bring up a sample import dialog box where you can choose which samples you want to import. Once this is done you can save the program as a vst preset for later use.
It is an extremely convoluted and lengthy process to what it could be but it does work if you are willing to put in the time. I have already voiced these short comings when I first got Halion 4 a few months back. I am really hoping more than anything for some changes to how this is all done in a future update to Halion 4.
Best of luck, if you have any other questions or need some clarification, please let me know and I will try to help.