Hey, I know you can get 1st circles spells with the appropriate add-on tot he library, but where do I get circles 2, 3, and 4? Can I add spells from scrolls that I find? What's the deal?

Scrolls are a one-time deal and can't be added to your library, only to the hero's spell list (If you add a spell to his available spells that isn't in the library you'll get a warning if you try and delete it informing you of this - like if you have Word of Life as a scroll but not in your library and you want to replace it with Create Gargoyle, it will inform you.)

You can't build any 2nd level spell buildings until you pick up the schematics for them in a random shard. Until you find and conquer a shard that is offering them, you can't build them.

As Rezca says, it takes unlocking them via claiming the correct shard.
Once you have the plans you'll just be building them like the other circles.
Something to note is that the higher the circle, be it for spells, troops, or gear, the fewer of that type of building you're allowed to construct so plan accordingly as you'll only get to 4th circle in one area.

Well, above answers are true in the campaign, but in "skirmish maps" you can upgrade all buildings and get 2nd+ rank spells (and troops too!). So these maps are a good training to grasp things!

True, in fact I highly recommend playing a skirmish or two after completing the tutorial. It's very useful for gaining a sense of how the game fits together.