Hi Jianghai,
thanks for your question !
> 1)  How to generate the ligand library in phenix.refine? 
I presume you mean topology and parameters file for a ligand in your model. Use eLBOW for this. For an example, check out the updated manual (click "Quick facts" link right next to phenix.refine documentation at http://www.phenix-online.org/download/cci_apps/).

> 2) Can phenix.refine calculate an OMIT COMPOSITE map? 
We do not calculate omit maps.
> 3) When I used ML as the target, I couldn't find the output of LLG 
> or  
> similar number in the log file.  How do I know the refinement is  
The output PDB file with refined model contains more than enough information to be able to see if the refinement converged. For example, lloking for one below is enough:
1) Look for R/Rfree statistics from cycle to cycle;
2) Look for Targets (both xray and geometry)  from cycle to cycle;
3) Look for deviations in ADP, coordinates
...

Please don't hesitate to ask more questions if any!
Pavel.