The CSD19535KCS is just a regular N-channel MOSfet in TO220 housing.
As far as KiCad is concerned, there is not much need to have dedicated schematic symbols and footprints for such generic parts, but you do have to check the matching between the pin numbers between the schematic and the footprint.
If you type “Q_NM” in the search box when adding a schematic symbol, you see an overview of available schematic symbols:
Note that the “DSG” suffix are the Drain, Source and Gate in all 6 possible combinations.
For the footprint you can choose any of the 3-pin TO220 versions.
I like to use the footprint editor for finding footprints, because it has a search function. With “TO-220 -3_” (With a space between the 220 and the underscore!) you get an overview of the 3-pin variants of the TO220 packages.
This simple matching of a generic schematic symbol and a generic footprint is quite common in KiCad There are such an enormous amount of transistors available, that a database with all of them does not make much sense.
KiCad does support “fully specified” parts though. If you want you can create and maintain your own library with such parts by just copying it into a personal library.
More about library management: