Any ideas? I'm really trying to make my own 3D components, I'v read something about solidworks but i havn't seen any tutorial about this topic until now...
SolidWorks is a 3D parametric modeling package. It costs a few thousand dollars (currently about $4K USD plus options plus annual subscription) and there are plenty of courses you can take, books you can buy and YouTube videos. Despite being quite user-friendly there is a significant learning curve.
There are also free programs out there and ones that have student versions or other accommodations for non-commercial word, but SolidWorks is a fairly solidly-placed industry standard for lower end PC-based modeling.
Most 3D CAD programs will allow you to export or save as a .STEP file format such as AP214, which EDA programs such as Altium can import.
Download the STEP models from the manufacturers. A vast majority of them provide STEP models for free (sometimes they require registration, but that's no big deal).
If that fails, check sites like http://3dcontentcentral.com/ . They are a community of engineers who develop 3D models of parts, electronic components included.
Between these two options you'll cover about 95% of your components. Beyond that SolidWorks is a great tool (or cheaper/free tools like SolidEdge) to design 3D models that can be saved in STEP formats and added to your design.