You even have three components, if you want the Arduino board to be part of the assembly (obviously added after soldering).
I often do this,

where the block/header parts are the fuse holder/clips, and the fuse element itself has a footprint as well, just the 3D model, with some reference points to align the clips to. All three are Union'd together and used as a single component otherwise.
Likewise, I use a generic mechanical placeholder part, on the schematic, when I need something that's either not electrical in nature (hardware, brackets, etc.), or a supporting BOM item for something else but that otherwise doesn't really matter (maybe it doesn't have a mechanical model / footprint then).
Placing a footprint isn't a bad idea, as that gives PnP coordinates, so it's not just some random part floating around the BOM and the assembler is left to guess what's the deal. And gives less chance of misreading or missing the description, assembly drawing, or other instructions.
Tim