The easiest, most reliable, and most portable way of doing this is to include the model in the schematic itself with an inline .model statement. See the example circuit attached for how to do this. The trick is extracting the relevant bits from manufacturers' model files to put into the inline .model statement if they don't provide models specifically for LTSpice (but a lot do these days). Simon Bramble's website referenced above explains this well.
Basically though, you right click while holding the Ctrl key down to bring up the component editor window where you can change the part number to something else, then make sure the .model statement references the same part number and LTSpice will use the inline model rather than look in its library files. You don't want to insert the model into the library itself because LTSpice overwrites those files every time it is updated. It also makes your simulation break if you send it to someone else because they won't have the correct model(s) anymore.