As Matt Young commented above, it's a good idea to learn how to make your own parts. It's really not that hard to make a new part in Eagle once you get the gist of it.
It's a 3 step process:
Create a schematic symbol. This is a generic symbol that might be used for any number of specific parts. For a zener diode, you would draw the standard symbol for a zener diode. You only have to make this symbol once for any number of zener diodes you use in the future.
Create the part package (PCB footprint). Your diode has a SOD-323 footprint. Again, you'd make the package generic because any number of future parts you make might use the SOD-323 footprint.
Create a component that ties the symbol to the package.
Sparkfun has a great tutorial on their website that steps you through all the details of creating a new part. Now, all of that said, Sparkfun also produces their own Eagle libraries that happen to have a SOD-323 diode already available in the DiscreteSemi library.