Here's an in-depth video on making your own components. Usually this is done from physical measurements or datasheets but sites such as SnapEDA and GrabCAD have simplified the process by being able to download these files. Some component sellers such as DigiKey, Mouser, or McMaster-Carr even include links to these sites for the specific part you are purchasing!
Sections:
00:00 - Setup
01:06 - Creating a Symbol
04:26 - Creating a Footprint
09:40 - Creating a Package
17:57 - Using the Package Generator
20:34 - Combining Elements
22:05 - Checking the Library
24:00 - Importing Libraries
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