Hi Kilroywashere,
Looks like you haven't created a schematic yet? As there is no rats nest in the PCB editor screenshot.
From inside EEschema - (these are buttons along the top of EESchema)
1. Create Schematic - so it knows how the components are linked togeather
2. Annotate schematic - Assign component numbers like R1, R2 etc
3. Run CvPCB to associate footprints with schematic components - Choose the physical shape of the components
4. Generate Netlist - Exports all of the info in a format for PCBNew
5. From PCBNew import/read the netlist - now you should have all the components and a rats nest ready for you to position and draw tracks between them.
I think I have all of that correct, yes watch Blinky it will help.
Cheers,
Carl