There is a hierarchy of places to look for Revit family files.
All folders are found under:
. . . \Revit Libraries
The order is:
1. Inside your project. As well as from the Component tool, you can drag and drop form the Project Browser.
2. Your project's folder within the Project Specific Libraries folder.
. . .\Revit Libraries\Project Specific Libraries
3. Approved Library
. . .\Revit Libraries\Approved Library
4. Unapproved Library
. . .\Revit Libraries\UnApproved Library
5. External Libraries
. . .\Revit Libraries\External Libraries
6. Make it yourself, or get some-one else to make it.
Save it in your project's folder within the Project Specific Libraries folder.
EXCEPTIONS:
DOORS should only come from your the Project Specific Libraries folder, or Approved Library.
If you get them from somewhere else they won't schedule properly.
(New doors can be created quite easily from existing doors in the Approved Library.)