This is normal if you install a new version because it only contains the default library. Basically, you should always have your own library file, which you then import into the newly installed version. It is easy to make with the editor for library files.

Sweet Home 3D saves also some data in files and folders separated from the program ones, to avoid losing them when you update the software. For your information, here are the places where you can find this data when it exists:

Under Windows Vista / 7 / 8 / 10, imported furniture, textures, plug-ins and user preferences are saved in the C:\Users\user\AppData\Roaming\eTeks\Sweet Home 3D folder and its subfolders ; user preferences handled with version 2.6 and previous versions are saved in the HKEY_CURRENT_USER\Software\JavaSoft\Prefs\com\eteks\sweethome3d folder of Windows registry.
Under Windows XP and previous versions of Windows, imported furniture, textures, plug-ins and user preferences are saved in the C:\Documents and Settings\user\Application Data\eTeks\Sweet Home 3D folder and its subfolders ; user preferences handled with version 2.6 and previous versions are saved in the HKEY_CURRENT_USER\Software\JavaSoft\Prefs\com\eteks\sweethome3d folder of Windows registry.
Under macOS, imported furniture, textures, plug-ins and user preferences are saved in the Library/Application Support/eTeks/Sweet Home 3D subfolder of your user folder ; some user preferences might also be saved in the files com.eteks.sweethome3d.plist and com.eteks.sweethome3d.SweetHome3D.plist found in the Library/Preferences subfolder of your user folder.
Under Linux, imported furniture, textures, plug-ins and user preferences are saved in the .eteks/sweethome3d subfolder of your user folder ; user preferences handled with version 2.6 and previous versions are saved in the.java/.userPrefs/com/eteks/sweethome3d subfolder of your user folder.