A bit of off-topic, but on the page above none of the links to microchip.com works. They probably re-designed their website. Any way to fix it? (or generally check the KiCAD library for dead links and fix them all?)
You can probably use a mcp2515 symbol which you can find in e.g. SnapEDA. But this is not a module which would be soldered to your board (like esp32 is) unless you use the existing pin headers and create through holes for them. But you have to create the footprint. Probably the pin headers use the standard inch-based pitch. However, how are you going to fit the screw connector? This module has been designed so that it’s expected to be attached to some chassis and connected with wires.