I don't believe you can have a content  source pointing to anything
smaller than a SharePoint site.

However, you don't need to create a content source  if your objective
is to show users search results that only come from that document
library. You can do that using search scopes or just a customised
version of the search results web part (using the "site" keyword to
point to the library). If you give us more detail on what you are
trying to achieve, we can give more precise suggestions.