Go to your board.
Select what you want to get. (Use Shift+S to set only the current layer visible and selectable)
Ctrl+C (and don't forget to mouse-click an origin after, or nothing gets copied - make it the new component origin if you like planning ahead like I do)
Go to the PCBLibrary (or make a new one)
Tools -> New Blank Component
Click where you want your pads.
Edit the component properties and 3D model as required.
EDIT: Following our chat
For posterity, to quickly select a group of objects with same or similar properties, you can use:
Right-Click on object: Select "Find Similar Objects"
In the menu find the properties that are unique to the group of objects and select "same" from the dropdown.
Select Apply and then Ok and you get a listing for all the items matching your parameters, while they also become selected. (Technically usually only Ok works, but it may sometimes give the dreaded DLL based pop-up of doom, while preceding it with apply never gave me that).
To select on part of a parameter you can use an Asterisk (), like selecting all objects with a name that starts with JP, you can select "same" in "Name" and type "JP" and all JP1, JP101, JP2938, etc will become selected.