It's best to start building your own library of components and hardware (e.g., sockets). In the program I use, one draws a symbol and package separately, then associates the two to get a device.
As for your immediate question, you can add pins to the relay and mark them NC for not connected or subtract pins from the DIP socket and rename that the appropriate socket. Pulling pins from a standard socket before assembly is really quite easy. I would probably go the latter route as having extra space on a PCB may be helpful. I am not aware of any instance in which it was a disadvantage.