Since the OP lives in the US according to their Location field here, s/he should be able to download most library eBooks from Amazon. However, if the particular Library book is not available for Amazon download, it can be converted. Doing so requires stripping the DRM from the book (google Apprentice Alf), and then converting the format (
www.calibre-ebook.com). This is something international library users have always had to do if they want to use their library with their Kindle. As long as you treat the book as you should (no copying, no uploading, etc.), I see no moral issue here.