The library can be saved after it is generated, and it will be automatically saved in the same folder of PCB. If the PCB is not in the folder, it will let you choose the saving path when saving. You can then load it in the installation. Library.
There's another way.
1 Open your PCB file in Altium designer and click the menu Design.
2 Select Design-Make PCB Library from the Design menu. This function is to make PCB library.