Where can i find a fuse holder component? Do I have to download it a new lib?
Do not search for it, just draw. Only two pins and few lines.
I would place the fuse symbol. I think it is in the device lib. If you are not happy with this symbol just make your own as suggested by @keruseykaryu.
Hmm, I guess this is #1 FAQ.
Perhaps not many realise it is easy to search the libraries, using the search function in github : https://github.com/KiCad/kicad-library/search?utf8=✓&q=fuse
Of course, you can also search the libs on your PC using a tool such as grep, but you need to know where to look.