I searched the library for "screw". Under con-wago-500 there are a series of screw clamps which may be similar to the part you are asking about. It might take a little bit of research to verify.
You could also just use a "header" with the same spacing, then draw a box around it as a visual keep out.
The Wago 500's are 0.2 inch spacing, which is a common pitch for screw terminals, the Multicomp one you link to is actually 5.00mm spacing, which will match for a short row, but a long strip will misregister as 0.2" is 5.08mm. Buy sets of 2 3 or 4 and they will likely fit, more than that and they probably won't...
Its relatively easy to define your own components in Eagle BTW.
Also Farnell probably have some 0.2" spacing connectors too...