Hey @Shizra_Tariq,
Welcome, and we are glad that you could be a part of our community 
lab_utils_uni.py is actually a python script and not some python library. You may check that out on Coursera by clicking on “Lab Files”, which you can find in the menu whenever you open any Coursera Notebook. Also, trying to run the notebooks locally is not recommended, since the notebooks are made keeping the Coursera environments in mind; but if you are trying to do that, in that case, you can download all the files for an assignment, once again, by using the “Lab Files”. For more instructions regarding the same, check out A.2 in this thread. Let us know if this helps.
Cheers,
Elemento