- draw the square,
- add a PTH with diameter and size identical,
- place according to requirements,
- select both items,
- right click into selection
- click ‘Create pad from selected shapes’.
Done
Edit:
Alternatively you can use a polyline and an arc as part of the pad shape. Fill the inside with a graphic polygon. As long as the edges of the outside lines and the edges of the graphic polygon intersect another the footprint editor can make it one continuous pad. Merge them as explained above. Place an NPTH right next to the arc.