There are two main reasons why this might happen.
1) The content server is not "serving" the library you want. This can happen if you start the content server from the command line and the library used is the default one for the effective user. Fix the problem by using the
--with-library command line argument to specify the correct library.
2) You have specified a "url prefix" either in calibre's preferences "Sharing over the net" or on the
content server command line. If you specify a url prefix then CC's automatic connection to the content server will not work properly. You must enter the correct full URL into CC's Content Server Connection settings. For example, if your content server is on your home LAN, has the IP address 192.168.0.10, is using port 8080, and has URL prefix "/calibre"; then you would enter the URL "http://192.168.0.10:8080/calibre" into the IP box and check the box "The IP address contains a complete URL".