This component is available in PSoC Creator. But not all PSoC4 devices support this . You should check it at the begin of creating the project in PSoC Creator where you select the device in Device Selector. You should select the device in the table which has OPAMP.
I am using a CY8C4247 -M845 64 TQFPid does have opamps but I still dont see the PGA compoenent in the menu. This makes me think that it is anon srandard component or a new componen that I need to download seperately. Note the datasheet infers this is a different compopnent than the PGA used in PSOC3 and PSOC5 .
which PSOC 4 devices do you think should support this PGA component.
You have selected device which has OPAMP without internal resistors. So in your case you should use OPAMP component with the external resistors.
To use PGA you should select device which has the internal resistors (with OPAMP ), for example CY8C4A45LQI-483 (check Analog tab on the resources view):