If you mean drilled holes for mechanical mounting etc, it is simple: You create a component with associated decal. That one has one pin, and the drill size is the hole diameter. You also should check off the "plated" box, usually those holes are non-plated.
The pad stack can (and mostly is preferred to) be of zero diameter on the outer surfaces -- or if you want the place to be visible for manual drilling on the copper, set the pad stack to be a small annular ring. That ring is OK for kitchen-sink production only -- professional PCB producers do not like such aiming-rings, and they get all required coordinates from the drill file anyway.
For "CAM Planes" on a multilayer board one should have a big enough round pad. It is for generating the required "antipad" to prevent copper to touch the hole.
The rest is easy, just place the fixing-hole components in right places on your layout, using for example the ECO function.
I hope this helps.
Ted