During my genome analysis I wanted to use the TxDb.Hsapiens.UCSC.hg38.knownGene library to retrieve exon locations. However, when I run this code

library(TxDb.Hsapiens.UCSC.hg38.knownGene)
tx <- TxDb.Hsapiens.UCSC.hg38.knownGene

I get an error message that

No object 'TxDb.Hsapiens.UCSC.hg38.knownGene' was found.

What can I posibly do to solve this issue?

You need to show your output from sessionInfo(). Anyway, this works for me

> library(TxDb.Hsapiens.UCSC.hg38.knownGene)
> tx <- TxDb.Hsapiens.UCSC.hg38.knownGene

> tx
TxDb object:
# Db type: TxDb
# Supporting package: GenomicFeatures
# Data source: UCSC
# Genome: hg38
# Organism: Homo sapiens
# Taxonomy ID: 9606
# UCSC Table: knownGene
# UCSC Track: GENCODE v32
# Resource URL: http://genome.ucsc.edu/
# Type of Gene ID: Entrez Gene ID
# Full dataset: yes
# miRBase build ID: NA
# transcript_nrow: 247541
# exon_nrow: 687521
# cds_nrow: 302763
# Db created by: GenomicFeatures package from Bioconductor
# Creation time: 2019-10-21 20:50:00 +0000 (Mon, 21 Oct 2019)
# GenomicFeatures version at creation time: 1.37.4
# RSQLite version at creation time: 2.1.2
# DBSCHEMAVERSION: 1.2

> sessionInfo()
R version 4.0.0 (2020-04-24)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 19041)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252 
[2] LC_CTYPE=English_United States.1252   
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                          
[5] LC_TIME=English_United States.1252    

attached base packages:
[1] stats4    parallel  stats     graphics  grDevices utils     datasets 
[8] methods   base     

other attached packages:
[1] TxDb.Hsapiens.UCSC.hg38.knownGene_3.10.0
[2] GenomicFeatures_1.42.1                  
[3] AnnotationDbi_1.52.0                    
[4] Biobase_2.50.0                          
[5] GenomicRanges_1.42.0                    
[6] GenomeInfoDb_1.26.2                     
[7] IRanges_2.24.1                          
[8] S4Vectors_0.28.1                        
[9] BiocGenerics_0.36.0                     

loaded via a namespace (and not attached):
 [1] SummarizedExperiment_1.20.0 progress_1.2.2             
 [3] tidyselect_1.1.0            purrr_0.3.4                
 [5] lattice_0.20-41             vctrs_0.3.6                
 [7] generics_0.1.0              BiocFileCache_1.14.0       
 [9] rtracklayer_1.50.0          blob_1.2.1                 
[11] XML_3.99-0.5                rlang_0.4.10               
[13] pillar_1.4.7                glue_1.4.2                 
[15] DBI_1.1.0                   BiocParallel_1.24.1        
[17] rappdirs_0.3.1              bit64_4.0.5                
[19] dbplyr_2.0.0                matrixStats_0.57.0         
[21] GenomeInfoDbData_1.2.4      lifecycle_0.2.0            
[23] MatrixGenerics_1.2.0        stringr_1.4.0              
[25] zlibbioc_1.36.0             Biostrings_2.58.0          
[27] memoise_1.1.0               biomaRt_2.46.0             
[29] curl_4.3                    Rcpp_1.0.5                 
[31] openssl_1.4.3               DelayedArray_0.16.0        
[33] XVector_0.30.0              bit_4.0.4                  
[35] Rsamtools_2.6.0             hms_0.5.3                  
[37] askpass_1.1                 digest_0.6.27              
[39] stringi_1.5.3               dplyr_1.0.2                
[41] grid_4.0.0                  tools_4.0.0                
[43] bitops_1.0-6                magrittr_2.0.1             
[45] RCurl_1.98-1.2              RSQLite_2.2.1              
[47] tibble_3.0.4                crayon_1.3.4               
[49] pkgconfig_2.0.3             Matrix_1.2-18              
[51] ellipsis_0.3.1              xml2_1.3.2                 
[53] prettyunits_1.1.1           assertthat_0.2.1           
[55] httr_1.4.2                  R6_2.5.0                   
[57] GenomicAlignments_1.26.0    compiler_4.0.0

If I were to guess, you haven't actually loaded the TxDb.Hsapiens.UCSC.hg38.knownGene package.