Huh. Joan hasn't seen teddy bears on the library shelves before. She'll just grab this one as potential evidence. She's pretty sure it's what Sherlock would do in her place. And now, with her need to investigate momentarily satisfied, she can actually focus on the person in distress.

"You're in the library," she tells him gently. This seems psychological, so staying calm is probably the best thing she can do right now. "Why can't you find your way?"