To locate material not held by UCL you can use the Library Hub Discover site: an online catalogue with records of the holdings the top research libraries in the country.
Senate House Library has strong collections in languages, the arts and social and historical sciences. Any registered member of UCL can join the library and borrow from there. You can pre-register online.
The Interlending & Document Supply service can be used to request items not held in any of the UCL Libraries. On the Interlending & Document Supply service webpage you can find more information on how to request materials.