I created a class library which is contained of WPF Windows and some user controls inherited from my c# classes that helps me to customize certain wpf controls.
Now
In my opinion, the question is about adding a WPF Resource dictionary file to a Class Library project. The answer is that you can't do it for classic Class Library, but for WPF Application project, WPF Custom Control Library project or a WPF User Control Library. For these project types you can add a new Resource Dictionary (WPF), option which is available through adding new item to the project.
In my opinion the actual question title and question itself does not correspond to the accepted answer.