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Hi Paul,
Please try the following steps:
Click Library tab-> Shared with (next to the Library settings icon)-> Invite People.
If you cannot share the library in this way, you may try sharing the current site with the user, and customize his permissions to keep from the site contents.
For details please refer to:
https://community.office365.com/en-us/f/148/t/227533
How to Share a document library with external user in Sharepoint online
Thanks,
Jim