Convert a footprint in another CAD to KICAD

I have a question: I would convert a footprint realized in a different CAD to a footprint in KiCad (I use KiCad with Linux, I don’t Know if KiCad works also for Windows).How can I do it?
Do it exist a software to download to do it? I Know Library Loader but it is only for windows…

Yes it works. I use KiCad 5.1.10 with Windows 7.
KiCad 5.99 needs Windows 10.

If you have to convert many footprints than searching for tool is justified, but you write about one footprint. I think for one it will be just faster to define it manually.
In 2017 I decided to move from Protel to KiCad. I had about 400 footprints defined in Protel. Now in KiCad I have at least 200. I used that movement to change my footprints from being based on mils to being based on mm. I copy footprints manually rounding dimensions from mils to milimeters.

And how can I create a footprint in KICAD?
What do I have to do? I use KICAD occasionally and I am not very skilled

There are quite a lot of tutorals in the FAQ section of this forum. One of them is:

Each KiCad footprint is a file and footprint library is a directory. So you can manage them using file manager.
Make directory MyLibrary.pretty. You need to add that library to list of your libraries.
That things you should do even you have a program to convert footprint you have.
Now search KiCad library for footprint that is close to what you plan to do and copy it into your library (copy a file with file manager).
Open a tool to edit footprints (one of first 4 tools when you run KiCad). Find your library and open the footprint you just copied.
Now try to edit each element of it. Right-click, Double-click - I don’t remember but there is nothing wrong in just trying what works. Editing footprints is much, much simpler than designing PCB.

Excuse me, but I don’t succeed to create a new directory. Where do I have to go?
DO I have to go in “File” in But There isn’t the voice add a library? Or am I wrong in the route? Could you say me step by step how can I create a footprint?
Thank you

It’s possible to create a directory/folder with a file manager, but you don’t have to. Everything can be done in KiCad. Paul already pointed to the FAQ tutorial. Did you try that? It has a section which links to another article: Creating a new footprint library. Make sure you scroll down the page and read the follow-up posts, especially Creating a new footprint library.