Hi
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There is not, as far as I am aware, a facility to have multiple song libraries. The application has, underneath, one SQLite database file where all songs are stored.
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So there is no, multi-library, facility but you may be able to achieve the goal you want by using OpenLP's 'Song Books' feature.
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Now normally this would be used to map songs to actual (printed) song books — but there is nothing to stop you using it as a way of categorising/grouping songs. You can just arbitrarily make song books of whatever name you want and then assign songs to one of your 'song books'. Then in the Songs list choose Song Books as the searching option.
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If you don't give the song a song book number then songs will be listed by Song Book, then song title.