Hi!
I’ve looked up the plugin you are using, and it is possible – as it cleverly uses custom post types to store links.
Use the following configuration:
1. On the General Options -> Sources panel, select the bms_link custom post type: http://i.imgur.com/ZWfd2Ng.png
2. On the same panel, choose the _bms_link_description and _bms_link_url custom fields to search as well: http://i.imgur.com/qPqMY7H.png
3. To fix the result URLs, add this custom code to the functions.php file in your active theme directory:
With this configuration I was able to get link results from the library with the correct URL. I hope this helps!