There are lots of tutorials now on the Internet. Basically, you enter the library program (open library), just like you start a new schematic or board. It is best to set up your own library, so when updates come along, you can move the whole thing over.
Then enter a part name in the dialog box. Eagle will not find it and will ask if you want to make a new part. Answer "yes" and you are off and running. Remember every part has three sub-files: 1) schematic ("Symbol"), PCB outline ("Package") , and Device (four logic gates icon). The Device integrates the symbol and package. That is, it tells which pins on the schematic go to which pads on the package. The easy way is to open the part that is almost right, copy it, then paste to your library design and modify. Remember "copy" in versions prior to 6.0 is the cut icon. Also, be sure all layers are shown when you copy/paste.
It is best that you learn how to do it, but if you only need the one part, please give us information on which header you are using, pitch, etc, and one of us will make it for you.
John