Open the properties for one of the components in the schematic (double click on the component, or right click -> properties)
Click the 'Validate Link' button. If you get a message like 'Component Not Found In Libraries', click 'Choose...', select your library, and find your component.
Next verify that there is a footprint listed in the 'Models' section of the component properties. Click 'Edit' under the footprint, and in the dialog box that comes up, if the Description says 'Footprint not found', then click 'Browse...', select your library, and find your footprint.
If a footprint is not listed there, add one, and all should be well.
This will verify that Altium can find all information about your component, and will allow successful update of the PCB from the schematic.
- Erik