Making a symbol is one of tasks a CAD engineer should master. Most often and for sure in your case. You can do this by copying and modifying a component that already is in the component database. Take a look at the google search it will tell you how to do it http://www.google.com/search?q=creating+symbol+eagle
When I started with Eagle I found some good tutorial videos on YouTube that covered creating new library parts. If you're going to layout PCBs using Eagle then you really need to learn to do this.
You can also use a similar device with the same footprint, it does not matter if part numbers match (You can always edit the part name and number if needed) as long as the end circuit still has the same function, just look for another P Channel Mosfet to use, just make sure the pinouts are the same as the device you are using.
no software will have all parts in the library specially since more parts are developed every day. you must learn how to expand libraries from info in datasheets.