Many other residues and ligands (other than (L)-canonical amino acids) are included in the Rosetta database but are disabled by default. Instructions for enabling them can be found here. You can also find an introductory tutorial on how to prepare ligands here.
Molecules with params files that are not currently included in the Rosetta database require the input of a residue params file using the -in:file:extra_res_fa, -in:file:extra_res_path, or -in:file:extra_res_cen command-line options documented here.
If you instead want Rosetta to automatically remove residues or ligands that it does not recognize (e.g. if those residues or ligands do not affect your protocol), you may want to ignore unrecognized residues.