A connector is created the same as a ‘normal’ Component. You can create connectors in two ways: as a normal Component with a schematic symbol that has all the symbol pins for the connector, or as a Component that has individual signal pin symbols or each pin of the connector.
The first method restricts the placement to one ‘complete’ symbol showing all the connector pins. The second method means you can place each symbol on the schematic as required.
A connector would only have one PCB footprint when used in the PCB design editor.