I downloaded the Door library, I was a bit overwhelmed by the quantity of model it had. It would have been nice if there were an option to get only the kind of model we want. Like I was only interested in the exterior on and would have loved to only get those.

After you have added the door(s) of your choice to your project you can remove the library. The door(s) will remain in your project.

I was also wondering if it were possible to delete one of your libraries once we installed in our Sweet Home program?

You can remove libraries from the furniture directory in your Sweet Home 3D install directory.
The easy way is to open the About dialog under the Help menu. On the bottom click the button Libraries.
In the list with furniture libraries find the one you want to remove and click it. It should open the filemanager in that directory.
Simply delete the .sh3f file of the library you want to remove. After restart of Sweet Home 3D the library is gone from the catalog.

[hr]Did you try using keywords? In the preferences dialog you can set your catalog to a searchable list. This will display a searchbox at the top of the catalog where you can enter (partial) keywords.
You could have found your exterior doors easily: Select category Doors&Windows, in the search box enter "dodec exter", short for dodecagon and exterior. The list will filter to only Dodecagon doors with the keyword exterior, around 10 I think it is.
From the web page:

You can select the correct door for the thickness of your wall by using a keyword to filter: W10, W15, W20, or W30. The number is the wall thickness in cm. If you have your catalog set to a searchable list this makes it easy to filter all doors that match your wall thickness.