ComponentGroupRef not working with WiX library

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I created a library in WiX with a single ComponentGroup, Component and File, this way:

<?xml version="1.0" encoding="UTF-8"?>
<Wix xmlns="http://schemas.microsoft.com/wix/2006/wi">
<Fragment>
  <ComponentGroup Id="MyComponentGroup" Directory="WindowsFolder">
    <Component Id="MyComponent" Guid="...">
      <File Id="MyFile" Source="file.txt" KeyPath="yes" />
    </Component>
  </ComponentGroup>
</Fragment>
</Wix>

Then I created a WiX project, added a reference to this library (as a project reference) and I'm using this code:

<?xml version="1.0" encoding="UTF-8"?>
<Wix xmlns="http://schemas.microsoft.com/wix/2006/wi">
<Product Id="*" Name="My Product" Language="1033"
         Version="1.0.0.0" Manufacturer="Myself"
         UpgradeCode="xxxxx">
  <Package InstallerVersion="200" Compressed="yes" InstallScope="perMachine" />

  <Feature Id="Feature_Product" Title="Main Product"
         Level="1" Absent="disallow" Description="Core functionality.">
    <ComponentGroupRef Id="MyComponentGroup" />
  </Feature>
</Product>

<Fragment>
  <Directory Id="TARGETDIR" Name="SourceDir">
    <Directory Id="WindowsFolder" />
  </Directory>
</Fragment>
</Wix>

But I'm receiving an error of Unresolved reference. Is there anything I'm missing? Or do libraries only work with UI and not files?

EDIT:

I added the complete code.

And it works if I use a FeatureRef and I move the Feature to the library, but I would like to keep the Feature in the main project and only have the Component in the library.

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Stephen Jennings On BEST ANSWER

You haven't posted your entire error, but the error I get when using your example is:

Unresolved reference to symbol 'Media:1' in section 'Fragment:'

The unresolved reference is a missing media element; the File needs to be stored in a cabinet and it defaults to File/@DiskId="1" which is why it's looking for "Media:1". You need to tell WiX where to store the installation files. If you're using WiX 3.7, add this into your <Package> element:

<MediaTemplate EmbedCab="yes" />

If you're using an earlier version:

<Media Id="1" Cabinet="Cab1.cab" EmbedCab="yes" />