I have been adding a "PN"=, "Values" when I create a new component. Most of the components that I have created contain only a schematic symbol (I'll let Iain worry about the footprints later :)
Prior to upgrading to V14, I could just select "View", "Values...", and then add a "PN" value when editing / creating a component. Now it seems that only components that include a "package" allow for the addition / modification of values. I can still add "Values" after placing the symbol on my schematic.
Seems odd to me that "Values" would be associated with "Packages" and not a Component level association. I guess this is one of those "library structure" issues.
The fix for this should be in the next patch which is expected to be issued this week. If you are in urgent need of the fix in the meantime, please contact support and ask for it and we'll see what we can do.