Using Prebuilt Graphics From Stencils
You don't have to construct every shape or graphic yourself -- you can also add graphics to a document by dragging and dropping them from a stencil. OmniGraffle comes with a number of built-in stencils. You can also create your own stencils.

To use the graphics on a stencil, simply click on a graphic on a stencil and drag the graphic into your document. You can then manipulate them the same as you would any graphics created with the drawing tools.

If you resize the stencil viewer to a smaller size, the graphics within it will appear scaled down, but they'll be at full size when you drag them into your documents.