Translation: when you click on the Library Reserves link, CourseWorks tries to show the reserves page (usually located at https://www1.columbia.edu/sec-cgi-bin/cul/respac/respac?CRSE=COURSEKEY), but is thwarted by the trying-to-be-helpful browser security settings.
Internet Explorer and Firefox seem to be most affected by this security setting. There are instructions about how to allow mixed content, but do this at your own risk. Also, this isn't a great solution since it only solves the problem for that specific browser... your students will still be blocked from seeing the reserves in their own browsers.
Another way to get around this problem is to disable the standard Library Reserves link (see some documentation about how to do that on the "page order" tab in "site settings") and then add a link to the course home page.
Visit the Library Reserves page and locate your course's library reserves page. Copy its address to your clipboard. Visit your course homepage and create a link there. When making the link, be sure to set the "target" option to "New Page(_blank)".
Now your students will see a link to your library reserves page that opens in a new window.