There are libraries and frameworks. Both contain methods or classes (a class is basically just a collection of methods (operating on common data)).
A library does some specific task for you, so that you don't have to code it yourself.
E.g. a image manipulation library will have some methods to scale an image or modify the colors.
A framework does even more for you, it is like the frame of your application, and only leaves some methods for you to implement.
E.g. a GUI framework: you just have to write the layout and write what happens when you click the buttons, everything else is done by the framework.