Some components require pads with strange shapes that don't match any of the inbuilt shapes provided by the application.
You can add the shapes required for these pads by adding copper in the PCB symbol.
You will still need to start with a 'real' pad in the symbol, so you should first add a pad using one of the provided shapes. Then you can 'extend' the shape of the pad by drawing shapes on the appropriate layer (top and bottom copper, and not forgetting the solder and/or paste mask layers if you need them).
Before finishing with the symbol, you also need to mark each of the electrical (copper) shapes to specify which pad they belong to. This is done using the Pad Number field on the Properties dialog for the shape. If you don't do this, you will find that Design Rule Check flags an error between your pad and the copper because it doesn't know they are supposed to be treated as part of the same item.