The kicad library does not claim to include every possible part.
And even if there is (or once was) a footprint for that part there is an additional problem:
In kicad 4.0.x footprints are downloaded on demand directly from github but the symbol libs are bound to the kicad release. (Unless the user does either install local footprint libs or updates the symbol lib.)
This will result in footprint libs being out of sync with the symbol libs. That means if the symbol has a footprint assigned but this footprint has been renamed in the new lib, then the footprint field of the symbol will point to a no longer existing footprint.
Solution: Make sure to run local footprint libs of the same release as your symbol libs.
A tutorial for that can be found in the FAQ section (It handles the footprint side of things. The symbol side is harder so i suggest to simply install the footprints of the same release as your kicad version.)