AirWires not showing in pcbnew

I’m looking at your project now.
Does the schematic look reasonable on your side?
Here it looks like:

This looks very alarming at first sight, but usually it is fixable. It just indicates there is a problem with the library setup.

When I look at: Eeschema / Edit Symbol Library References, then I see references to a lot of libraries with very weird names:

For U6 I see a reference to a schematic Symbol Name with MICROSDSLOT-i_dunno and for U5 there is a schematic Library Name with “idunno”.

This strongly suggests that you do not know (yet) what you’re doing, and messed up quite some things by clicking on a lot of buttons.

I had a look at the arduino thing (ABX00028-ABX00028) in your “Data-recorder-rescue” library, and it is as I suspected and already told you twice.

The Schematic symbols uses “arduino names” for the pin numbers, such as “A4”

And the Footprint on the PCB uses just numbers 1 through 30 (without letters) for the pin numbers.

And where does the idea come from to give a pin a pin number A4, and a pin name A0 at the same time ???

To me it looks like you’d better start over from scratch with a beginner tutorial, and then make sure you understand each step before you execute it.
Unfortunately the official “Getting started Guide for KiCad” documentation is a bit … neglected.

The FAQ part of this forum though has some nice tutorials.
Here is a beginners tutorial:

And this one (again):