While the old XF1 PHP files lived in a folder called library, the new XF2 files live in the src directory. Similarly, the old XF1 JS files lived in js/xenforo, but the XF2 files reside at js/xf and js/vendor, and js/xf*, where xf* might be xfmg, xfrm etc., referring to the official add-ons.
It's safe to delete or move the old XF1 files if you want to, but we don't do it for you as part of the upgrade process, because you may have additional files in those locations that you want to keep for reference purposes.