KiCad knows (or should know) what connections to make from the schematic, which is coupled to the footprints on the PCB via the netlist.
Each net in the netlist gets a name, and this name is printed under the pin number.
It’s a bit vague, but the small scribbles under the numbers “21”, “22”, and “23” are the names of the nets which those pins are a part of.
Your diodes do not have those scribbles under the pin numbers:
And this means there is some error with the netlist which has to be fixed first.
According to the datasheet:
the LTW-150TK is a small SMT Led:
… and it only has two pins. This does not match very well with what I see on your PCB.
On the top of this forum there is a very unobstrusive link to the FAQ . The FAQ of this forum has a lot of detailed articles about a lot of subjects in KiCad and is currently the most up to date written tutorial.
This may be a good start for you: