All components in Eagle are stored as part of libraries, where they are called "devices". Each device consists of a symbol (for the schematic) and a package, or footprint (for a PCB layout).
One device in the library can have several different footprints -- for example a 2N3904 NPN transistor can come in either a through-hole or surface mount part.
In Eagle, even if you are just drawing a schematic, you have to select a footprint, which can get annoying if you are not going to be doing a layout.
You add parts to the schematic by clicking on the Add tool , which brings up a dialog where you can enter the type of part you are looking for, such as transistor or header or resistor, or a specific part such as 2N3904 (which narrows down the number of results dramatically).
Adding a component to a schematic is a really basic operation in using Eagle. I would suggest looking at the many tutorials such as this one. (The picture above is taken from the tutorial.)