It appears the stepper motor in your web reference is obsolete and there doesn't seem to be a Fritzing part for it. That said there are generic (i.e. not this exact stepper, but one similar) available in core parts. For most purposes that will be just fine. I assume that you are trying to make a pcb to send to manufacture? In that case you don't need the exact stepper motor, but rather whatever the appropriate connector to connect to the stepper motor is (which may or may not be available as a Fritzing part). To import a part you first have to find (or make) a Fritzing part in an fzpz file and then you can import the part via file->open in the Fritzing main menu.
Peter