If you want to save off a copy of the part you can instead of inserting from the library open the part and go to file save as. Then hit save as copy and select the project folder. Now instead of inserting the part in from the library use the standard insert component inside your assembly. If it's a feature inside a part instead of assembly same deal just use the insert>part and then use Move/Copy Body and Combine. Also for reference incase the part in your library is an assembly and you need to save of all sub-components of the library part you can hit references and then check the box for "save all as copies"