Please see College's website for directions to the College and plans of the campus. Most of the material you're likely to need is in the Library in the Davison Building located across from the Founder's Building.
Less frequently used material (including PhD theses, books, journals etc) is stored in the Depository Library. The Depository Library is a closed access store. This means that you need to request items in the Depository Library if you want to use them and they will be made available at the Library in the Davison Building for you to pick up.
Parking on campus is extremely limited during term time, but if you need to drive to the campus to visit the library, you will need to register your car online at least 24 hours before your arrival. Further information on how to do this can be found here.