Hello,
yes, it is possible to create pads with different hole shapes if your intention is to mount the BTA40 TH. When in the footprint editor, create a pad and see (in the parameter editor) that "hole information" shows different options. Provably the best is marking "Slot" and making a slot shaped pad (you can chose width, lenght and rotation so it maches the BTA40 footprint). Mark plated. Allow a certain hole tolerance since the platting process may add some thickness to the hole walls. Finally adjust the size and shape of the pad so it will be easy to solder.