Ah, that makes things a bit clearer. Unfortunatly I don't know of a way to make cables (there may be one, that I don't know of though) so you are stuck with creating single wires for the cables. However I don't think you need female connectors to do this. A standard 2xX female header (other than that the female header creation code appears to be broken at present) should do this.Iif you add a second set of pins to represent the ends of the connections at the .3 inch spacing with the pins bussed together that should do what you want. The wire from the module connects to the pin of the dual row connector and the pin on the breadboard (which is bussed to the same pin on the connector) connects to the arduino. Female pins are only needed when you want something like the breadboard which doesn't do anything (routing wise) except connect wires together. In your case I think you want to connect wires from the radio module to the 2 row connector, and then connect wires from the breadboard to the arduino (and male connectors will do that). However I think you will need at least the pins in schematic to make the routing work, but if you don't want them to actually show in schematic you should be able to define the pins as fill= none and just not put in the visible connections and everybody should be happy (Fritzing will have invisible pins to route, but they won't actually show on schematic). In the plug case I wanted to make the physical connection clear to new users, and in this case you probably don't. When you finish the entire part as the last step you need to import it to Fritzing (which will quite happily work) then edit it with parts editor and export it as a new part to get it registered with the database with a sequence number (that parts editor will create). If you don't do this the part will load correctly but usually screw up when you try and save the sketch then reload it in to Fritzing as your new part isn't registered in the parts database. Unfortunatly Fritzing is more tolerant on input parsing than on export/ saving parsing and there are several of these gotchas waiting to trip you up on reload (it also doesn't like the px dimension on font-size and will set the font size to 0 when the part is edited for instance).
Peter