Most of UNM's music scores and books about music are found in the Fine Arts and Design Library. When you locate a book on the shelves, look around that book for other books about the same subject. Music scores all start with the call number M, books about music history start with the call number ML, and books about music theory start with MT.
Using a KEYWORD search in Worldcat, enter as much information as you have - for example, composer's name, title, opus number, thematic catalog number (e.g., the Köchel number for works by Mozart or the RV number for Vivaldi), key, instrumentation, and genre. Use the menus on the left side of the results list to limit your search to the FORMAT (musical scores, music, videos) you want.
The most important thing to remember: be flexible! Try different strategies if you first search isn't successful.
And even more important: Remember that library staff are here to help! Ask at the Reference Desk, or contact me, for any assistance you may need in finding that piece of music.