(1) The location of the library is (8,5) and the location of the supermarket is (2,3).

(2) The bilingual primary school is located in (6,4), column 6, row 4, as shown in the figure.

(3) According to the direction sign, from the bilingual primary school to the supermarket, walk four squares to the west, and then walk 1 square to the south.

So the answer is: (1) 8; 5; 2; 3; (3) west; 4; South; 1.