Adding a DPDT switch into schematic
Switches like this are in the switches library. 

You can add the library by selecting "Component Libraries" from the Preferences Menu, then selecting add.

On Linux the standard libraries are in /usr/share/kicad/library

If you're on another OS, the relevant directory is probably somewhere in the Current Search Path List in the original Component Libraries dialogue box described above. I'm sure a search for *.lib will make the appropriate library obvious if you're not running Linux. 

The kicad forum is excellent by the way.