Make sure you have the rig selected and press Ctrl + Tab (in 2.79)

Or just Tab and chose Pose mode (in 2.8)

You can also change the mode in the header/footer

In blender > 2.82:

1. Select the object (In object Mode)

2. Press F3 (to open the search bar)

3. Search "Make Library Override"

4. Select "MultiBall_rig"