How to design pcb layout for a scroll wheel I bought that didn't come with pcb
Follow the datasheet specifications.



The datasheet you provided has the PCB layout specifications. The pins are labeled A, B, NO, and COM, which are all the electrical connections you need. Your friend is wrong.

The procedure is to pick one of the holes, I'd go with the one labeled 'B', place it in your PCB software and then place the other holes relative to it. For instance, the hole labeled 'A' is 9.26 mm left and 9.31 mm up from 'B'. Thus, if B is at location (0,0) then A is at (-9.26,9.31) in a scale of millimeters. 

For a tutorial on creating a new part, see this Sparkfun tutorial for Eagle.



Edit:

My mistake, you have the slightly more complex layout. It's much less confusing if you design the part with a 45° rotation and then rotate it when you place it though. So enter the design like this:



Then rotate to you desired orientation when you place the part in the PCB design software. The above procedure and tutorial are still valid for this, or any, part you have a datasheet for though. 



Or Google it

As mentioned by Tom in the comments, you can find the part in an existing Eagle library. I'm not surprised to see they also have the part rotated into a more reasonable orientation for design entry.



You can verify this is the correct design by looking at the measurements of the pads in Eagle or by printing it out from Eagle at 1:1 scale and placing your part on top of it.