Where are the exhibition catalogues kept?

Catalogues of loan exhibitions are not kept together in the SIA London library, but are mixed in with books on the same subject. So the catalogue of an exhibition of Italian glass will be with the books on Italian glass, a catalogue of a Picasso exhibition will be with the books on Picasso, and so on. 

You may be able to access older exhibition catalogues via the website of the museum or gallery in question.