If you want to download library books you will have to download the Sony software to get the proper drivers. After that you can either continue to use the Sony software or download Adobe Digital Editions.
Either Sony or ADE are required to initially download library ePubs and PDFs. Once the book is downloaded you can use Calibre if you wish to transfer to your Reader but that seems overkill to me.
Many people use Calibre to manage their library of ebooks from sources other than public libraries.
Also, please note that if you plan to purchase any ebooks, either Sony or ADE is again required as the ebooks have DRM.
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