When you see the warning message "Spectra matching the following peptides had multiple ambiguous peptide matches and were excluded", Skyline is telling you that there are some spectra which were matched to multiple peptides. It is likely that there were plenty of other spectra which only matched to a single unambiguous peptide, and were included in the library. If you want to see which peptides were included in the library you can use the Skyline menu item:
View > Spectral Libraries
There are a few different menu items which result in Skyline building a spectral library, and I am not sure I understand which menu item you used.
If you use the menu item:
File > Import > Peptide Search
Skyline guides you through a process where you build a spectral library from peptide search results, and then you provide Skyline with a FASTA file, and then Skyline will add all of the library peptides which can be found in that FASTA file to your document.
A different way to build a spectral library is:
Settings > Peptide Settings > Library > Build
If you build a library that way, the library will be added to your Skyline document, but Skyline will not add any peptides to your document.
If you then want to add peptides to your document after building a library you can either use the menu item:
File > Import > FASTA
or you can use the menu item:
View > Spectral Libraries
and then press the "Add All" button in the Spectral Library Explorer
Does that answer your question?
If you have more questions, and if you would like, you could send us your Skyline document and/or your peptide search results and raw files, and we could tell you what is going on.
In Skyline you can use the menu item:
File > Share
to create a .zip file containing your Skyline document and supporting files including spectral libraries.
If that .zip file is less than 50MB you can attach it to this support request.
Otherwise, you can upload it here:
https://skyline.ms/files.url
-- Nick