How can I draw in Eagle non circular through hole pads?
Almost always even though the pins themselves are rectangular, you still layout circular holes on the PCB. For example, the datasheet for the potentiometer you listed shows what I believe is your part on page 17:



Notice the right-most drawing, that is what you should draw for the PCB footprint and there are 3 circular holes you should solder.

If you intended this to be a solder-less part, this particular potentiometer is not ideal. In the datasheet listed this is marked with the annotation "SNP not possible", or "snap-in" not possible.

If you intended to have the potentiometer retained mechanically, use a part like the V2,5:



Notice that the manufacturer still specifies the PCB layout to use round holes, however now the pins on the potentiometer are curved and spring-y so it will be mechanically retained.