When you change the search option to "Books & Media", you'll be given options to search three catalogs: Colorado Mesa (Tomlinson Library), Prospector, and World Libraries. Each has a different function, and each layer will encompass a broader scope.
Colorado Mesa Searching within Colorado Mesa will return results that CMU library owns. These resources can be physical items within the library, but also electronic resources that can automatically be accessed.
Prospector Prospector is another place to look if you can't find an exact title that you want. Prospector combines 40 libraries -- academic, public, and special - in Colorado and Wyoming. Keep in mind that Prospector items will take a few days to arrive.
World Libraries Choosing this option will search WorldCat, "the world's largest network of library content and services." If you find an item in WorldCat, you can place a request by clicking on a title of interest and then clicking on the "Order Through Interlibrary Loan" link.