https://www.oodihelsinki.fi/en/
and of course the apple of Hippolein's eye, OBCZ-Columbus in Vuosaari (easy to access by underground) and a couple of other places where Helsinki-bookcrossers like to leave their books, all along the same underground route .
It all depends how much time you like to spend in Helsinki and what you would like to see. Almost all libraries (except Oodi) have exchange shelves where you can leave and take books from. If you like to do another capital and have an extra day, then Tallinn, Estonia is only a few hours' boat trip away. They have a lovely Old Town and a good catch rate :). Group tickets can be very cheap, usually 10-15€ which is good value. Normal passport will do and they have the same currency (Euro).