What exactly is a Client library?

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This sounds like a very general question, what does it mean when people say they are building "client libraries" or they have "client generators" for different programming languages?

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According to Open Client Client-Library Migration Guide > Understanding Client-Library:

Client-Library is an applications programming interface (API) for use in writing client applications. Client-Library provides generic building blocks for constructing distributed client applications, including non-database applications.

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Normally API is referring as Client libraries.

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Not exact definition, but for understanding purpose, we say a client library is a collection of code specific to one programming language that makes it easier to use an API. Which enables by providing tools and an abstraction layer, letting developer to construct queries and use response data without having to create HTTP requests or process HTTP responses by hand.