Is it implied anywhere? That's a feature I'd love and also why I haven't bothered delving into LLMs very much; I didn't know there were any that could locally index your library and train on that data. I'd love to ask it a question and have it reference my local ebook library.

It probably doesn't. The only one that read PDFs for me was the Nvidia ChatRTX. It would be easy to add modules from pip that do this but you'd have to code up the input pipeline. It's not terribly difficult but it is definitely not point and click.