Hello,
I have the same problem;
I have downloaded the PSpice macro model of the AD6864 comparator from Analog Devices and I ran PSpice Model Editor where I pasted the file. I have created the related library, but when I tried to simulate the device the following message appeared:
you must include the library created of the nwe component by clicking "Simulation Setting", "libraries", "Browse", "namefile.lib ", "Add as global", and "apply"