Depending on your intended use of the schematic update design flow, there are two ways you can generate parts & symbols from IODesigner and put them in your schematic. When I say schematic update, I mean you are planning to use IODesigner to generate a generic set of symbols for the FPGA, place those in your schematic yourself, then push unraveling optimizations from IODesigner to your schematic by allowing IODesigners to update the nets connected to the FPGA in your DxDesigner schematic. While doing this, you could export all symbols and the part from IODesigner to the Central library. In the current release version this is the menu pick "Export > Symbols and Part to Central Library." You will have to already have the partition you want the export to go do defined in the setup > settings > Project page.
If instead you want to work with local symbols and parts, there are those other options on that same settings page. Notice you can write out a part file for possible importing into libraries, "Expedition Library Services ASCII format" or you can write to a local part database.
It sounds like your project may have exported only symbols. After this brief description of the options to output parts and symbols, you can also open a support call item so the customer support guys fix you right up.
For those of you reading this post who generate the parts and a whole schematic sheet with schematic generate, that is a different way of using IODesigner. I recommend consistently using one design flow.
Thanks a lot for your suggestions. I think I will have to ask a local Mentor AE for help because my schedule is urgent.