to create a library, switch the Linker in the "Target Settings" page from "Linker for HC08" to "Libmaker for HC08". Then a new Libmaker for HC08 page shows up where you can specify the library name.
You probably only should have your own C files in your project to create the library, well it depends on what the library is for. For a general purpose lib, I would not put the ansi*.lib, start*.c, datapage.c inside of it.