The workflow in Altium which I got used to for 2 years was that when you make a custom component, you make all the stuff at once - the schematic symbol, then a footprint, and assign pins etc. which makes sense to me.
The workflow in KiCAD which I've been using now for about 1-2 weeks is totally different. You do the schematic, and have schematic libraries, and then you make a net list and assign footprints. The footprints may not exist yet, so you can make them at this point if you have not already made them. You can do altium-like workflow if you try really hard, but KiCAD does not make it easy, and documentation/YouTube videos are all using old versions so you can never really get a good concrete way of doing things. That is the glory of an ever-changing open source project.
There is a magical footprint wizard which has an icon up the top in the footprint editing program in KiCAD. The footprint wizard was useful to me to make SIP pin headers quickly. There IS a QFN footprint maker in the wizard, but maybe not a QFP - have a look.
Otherwise I suggest you learn how to make a footprint pad-by-pad, and using the datasheet by the manufacturer and their "suggested pay layout" which is almost guaranteed to be there, or it's a standard footprint diagram you can get from elsewhere.
The easiest way to do it in KiCAD is to set the "user grid" to the correct X and Y pitch so that you can just plop down the first set of pins, and then change the grid again to get you to the side set of pins, and then top, and then the remaining side. The problem with KiCAD is it's hard to measure stuff, and the grid settings are so awkward to get to, but you always have to use them - there may be hotkeys you can bind.
In the Footprint Editor, click Preferences -> Footprint Libraries Manager.
In the opening window, click Append Library. A new line should be added to bottom of the table. There, you should add your library's directory and nickname by hand. They both may be anything you like, but I personally put .pretty folders in related project's directory. Then click OK, of course. This should solve your problem.
Best Answer
KiCad does not provide an out of the box feature to do what you want.
One option that comes to mind would be to use a template instead of a footprint. That would have the benefit that you have one entry in the position file for every connector needed instead of having only one for the full model. (Relevant for automated production.)
Another option i can think of is to export the board to freecad and convert it to a footprint in this program. (KiCad stepup would be the way to go with that. Showcase of the footprint generation feature)
You can also look for clues over at the forum. This thread might be a start: https://forum.kicad.info/t/converting-board-to-footprint/2781