You're right that this NC symbols should be added to un-connected pins to avoid getting a bunch of errors in verify or while packaging your design. You can find an example of symbol in the SampleLib2007 Central Library provided with the install tree in SDD_HOME\standard\examples\SampleLib2007 (term.1symbol in builtin symbol partition).
I hope it helps.
Your answer isn`t complete Don`t you know, how can i create these special symbols in a library? The symbol "NC", to be more exact.
It is documented in the help and an example symbol is provided in the sample library as Olivier mentioned. These symbols only work for the Expedition flow though so do not apply if you are using PADS or some other layout tool.
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