For capacitors the advice by @devbisme is correct.
I assume you are running kicad 4.0.x:
For MCUs you might need to add libs to your project that are “installed” but not active. (A lot of libs are copied to your hard disc but are not added to the default kicad project -> meaning you need to add it your self to either all projects where you need them or add them to the template project)
More details see this old topic: Where are the momentary bush-button switches located? (Especially the last few posts)
In kicad 5 this will be a lot easier as it has a symbol library table similar to the footprint library table.