"They" = people from the future right? How would anyone create a 5th dimension..... but ok I'll assume people from the future figured out all the laws of gravity and was somehow able to create this.
Yes, the movie implies that we don't have to depend on aliens but mankind will harness knowledge and technology to go beyond our current limitations. There are still immense amounts we don't know about physics etc.
But how did the guy specifically go to the "library"? Did "they" know it would have been him and specifically set up that place for his arrival?
Yes, somehow the beings knew that setting up the library space would be important. However, Cooper had to specifically locate the right spacetime coordinates in the massive library through "Love" ("Love is the one thing that trancends etc...")
Why was he rooting for Murph to make him stay... and how did she figure out he should stay? Would he still save the earth if he stayed?
At that point he was very distressed that he was away from Murph for decades, and felt that it was all not worth it, he should have stayed. So he tried to spell out "STAY" in morse code (by pushing the right books out of the bookshelf). Murph was decoding the communication through morse code from what she thought was a ghost.
Indeed, if he stayed, he wouldn't have saved the Earth. But, if he had stayed, the books wouldn't have fallen out in the first place, because he caused the books to fall out. This is a paradox.
That is, how could the books fall out if he didn't push them.
So, which happened first - him pushing the books from the other "side" or him leaving the earth to get to where he can push the books.
Also it implies that "Love" is transdimensional, that is, his bond with his daughter transcends the limitations of space and time, a key theme in the movie.