Lisp Libraries

In other languages you can do something like
import library1
import library2
...
And you'll automatically have access to those libraries. What is the equivalent in Lisp?

Could someone post an explenation of how to load or build a library in with ASDF in SBCL, assuming i dont have it "installed" (i mean using the run-sbcl thing in sbcl).

Or any other kind of example.