What to do when you don't find an electric component in Proteus?
Many manufacturers will offer Spice/PSpice models of their components on their web sites. You will have to check for the specific component that you are working with. With some manufacturers you will come to learn that they offer free circuit simulators that have libraries included for many of that companies components (Linear Tech/Analog Devices -> LTSpice) (Texas Instruments -> Tina). 

In some cases it may be easier to move parts of your circuit simulation over to the manufacturer tool. However if they offer downloadable models then you simply have to learn how to add or reference models in the tool that you intend to use. 

Another thing that will come with practice is to compare data sheets between your parts and parts already in the simulation tool's library. With growing experience you will be able to find enough similarity between certain parts that you can use a substitute for simulation purposes.