You can find plays and other theatre material in the catalog. To find a specific play, search by title:
In some cases, the library will have a written version of the play as well as a DVD or video:
Here is the record for one of the print copies. 
You can text this information to yourself so you can go straight to the stacks to pick up the book. If there is a due date under Status, the item is checked out. If that's the case, you can place a hold, and the patron with this item will immediately return it for you. To find out exactly
where the book is, click on Map It, and you can make a note of the Stack Number. 
To find books about a play, enter the name of the play as a subject, rather than as a title. 
The library has encyclopedias on Theatre and Performing Arts, such as this one: