It asks you that because the original Library ('legitimate' version) is provided with DVDs.
So, either you must to first burn (if not already done !) the number of needed DVDs with the full content of that 'ProjectSam Symphobia 2' Library, or to 'mount' each DVD with an appropriate program, and indicate each virtual DVD 'mounted' each time that the 'Symphobia 2 Installer' will ask you for it...
As I'm mainly a PC user, I can only suggest you a programs like 'Daemon Tools', not sure that it exists for MAC OSX.
Maybe you can use 'Toast' for that purpose. It seems to me that this program is very powerful and useful for many MAC users