You can try to find existing footprints for components, but most components will require custom footprints.
If you are not able to find an existing footprint for a component, then you will need to make a custom footprint. In order to make a custom footprint, you will need a datasheet for the component that includes mechanical dimensions of the component and footprint.
The process for creating a footprint is as follows:
Create a custom padstack for the component. A padstack is a design for the exposed copper surface area for each hole or pad on the board where the component is mounted and soldered.
Create a custom footprint for the component. There are two ways to do this:
Update the library search path in Design Entry CIS
Update the library search path in PCB Editor
Figure 1: Video walkthrough of creating a custom footprint (by Ryan Sparks, 2020)