From the settings dialog you need to 'add' the components, for each type you wish to add click the 'New' button and browse to the library where the symbol exists, usually these are in two libraries, ports and links in the 'builtin' library and power/grounds in the 'Globals'. But this depends on your library.
Once added they will appear in the Special components toolbar button and in My Parts - Special Components.
You should be able to find the information you are looking for in the documentation shipped with the software.
P.S. Which version of DxDesigner/xDX Designer are you using?