When you make you component, put the switch (for example) on the first page of the component editor, and then add a page, just like you would add a page to the schematic. Just right click on the tab at the bottom that says "Part 1", and click "Add". Voila. Put the pot on the second page. Now you have a 2 part component, and when you drag it into the schematic you'll get two separate parts.
Make your footprint to match the physical footprint of the pot/switch.
Now when you attach the component to the part in the component editor, you can select which pins of the component go to the physical pad on the footprint. It should be pretty obvious how to do it once you get over the conceptual hurdle of adding a page in the component editor to make a multiple component part.
This is extremely convenient. I do it all the time for things like Opamps, optos and other ICs that have multiple separate parts or sections inside them. For example, for a typical TL072 style OpAmp, I'll make 3 components: 2 opamps and a little block for power (V+/V-). Really helps neaten up the schematic.