In iTunes 12, the way you access media libraries has changed. You now click the small icons at the top-left of the iTunes window:
It can be annoying to have to move your cursor to that part of the iTunes window, and then click.
The View menu lets you access your different media libraries, but it also displays keyboard shortcuts you can use to get to them quickly. Just press Command-1 to go to your Music library, Command-2 to view your Movies, etc. Memorize these keyboard shortcuts and you’ll save a lot of time.