The fundamental skill in any PCB design is creating footprints, you NEED to learn this, and actually in Altium it is usually very easy (You will come to hate the way some datasheets dimension things).
Seriously, I create my own footprints even for so say standard parts, D2PACK mosfets for example are highly variable even within a single manufacturer and a stock footprint is usually not optimum, but even 0603 passives vary more then you would expect.
Connectors, you tend to end up creating yourself, same for many switches, it is just part of the game.
For standard packages the IPC footprint wizard makes it easy, for connectors and weird things you just got to learn how to draw (for some rotary switches, and circular connectors, radial grids are your friend).
It is usually quicker to create a footprint then it is to post on a forum looking for one and then check that what you get is correct.
BTW: Those switches will fit in a DIP8 footprint, should be easy to create, and that pin header is a simple SIP part on a 0.1 inch grid, the horribly expensive BNC you will have to create.
Regards, Dan.