Via inside PAD

In some power ICs, there is a need for placing Vias inside power pads for thermal reasons.
(see page 7 for instance...)
How can I do it while building footprint? the "Via" button in not available in the build footprint screen.
Tried to locate drills (actually 0.3mm plated pads), it looks OK, but I can't save the footprint because the I didn't use numbers for those drills).
Please help.

Thank you for your inquiry.

For thermal vias in a pad, it is possible to create them by placing pad objects set as "Through" in the pad when creating a footprint. As you mentioned in your inquiry, you will not be able to save the footprint without "Pin Number" on a footprint creation sheet, so please enter some value in the "Pin Number" to save.
*I recommend that the pin number be set as "P1", "P2",... so that it could be distinguishable.

If using pad objects as thermal vias, the number of pins between a symbol and footprint will not be equal and an assignment error will occur when creating a component, but the error can be avoided by setting the pads added for thermal vias as "Unused Pin" in the "Electrical Characteristics" column on the "Pin" tab.
[Confirming Pin Settings]

After placing the footprint on a PCB sheet, please perform [Add Net] to assign nets with the pads as necessary.
[Adding Nets]

*If the exposed pad and the thermal vias(pads) do not have the same net, "clearance" errors will occur when performing [Run DRC]. Please assign the same net with them or set "Response Status" as "Approved" in the "DRC Results" window.
[Correcting Errors (Approved)]

If you have anything unclear, please let me know.