Stencils
A stencil is a set of objects that are useful for common diagramming tasks. To open a stencil, just select it from the Stencils menu. The stencil window has its own toolbar for switching between available stencils quickly.
To put an object on the canvas, just drag it from the stencil and drop it wherever you like. A copy of the object is made, and the original remains on the stencil, so take as many copies as you need. You can do the same sort of selection tricks that you can do on a canvas, like Command-clicking or dragging a rectangle to select multiple objects.
You can make your own stencils. Just select New Stencil from the Stencils menu; a document window appears. Add objects to it just like you would in a normal OmniGraffle diagram. A preview of the stencil appears in the stencil window as you work. Once the stencil looks just how you want it, select Save from the File menu; the default location for saving is the Application Support folder inside your Library.
You can also edit existing stencils; choose Edit Stencil (or Copy and Edit Stencil, if it's a built-in stencil) from the Stencils menu. Then edit and save the stencil as normal.
You can install stencils by putting them in the Stencils folder of one of your Application Support folders.