If you want to add the builtin library from the SampleLib (which is an Expedition Central Library BTW) you can simply copy the builtin folder to the same folder as your other libraries and then add it from this new location in a similar way to your regular libraries by using the 'new' button (see picture). Adding a library in this way will not look for a prj file.
To add the symbols to your Special Components list you need to expand the + on the library name before you will see the content of the library (your second picture). One thing to note is that the No Connect symbol doesn't work for the PADS flow, this is an Expedition PCB feature only at the moment.
Failing that you can add the information to the speccomp.ini file using a text editor and the new library to the project file (prj) under the 'LIST IndependentLibraries' section.