I am designing a PCB in EAGLE and I want to use an 7815 TO-220 voltage regulator. When I check the top or bottom layer mask of my PCB I can see that there is a hole (with no copper I think) behind the voltage regulator. Is this normal or I am using the wrong model?
It's hard to tell from the spacing but that hole is likely there so you can screw the regulator to the board, or more likely mechanically attach a heatsink.
You can see an example:
If there was copper you'd run the risk of connecting the tab to a trace or an internal plane. This wouldn't work so well if your internal layer contained a power plane.
You should be able to find a vertical part in Eagle if you prefer the voltage regulator to remain upright.
That is the normal mounting hole for a TO-220 package when mounted "lying down" on the board. If you are using a small heatsink, it would be placed between the regulator and board, and held in place, and in good contact with the regulator, by a screw through that hole.