"MyEx's" is any exercise created by you or any one else at your practice who has decided to share their exercises with you.
When searching the library for exercises, you can open the MyEx's tab to see what exercises of yours are returned in the search as well.
The MyEx's tab will always display the exercises alphabetically. So if you have quite a list of custom exercises, make sure you utilise the free text box when you create them. This will help later when searching to find the exercise you want quickly.
Read more about making your own custom exercises here