If you get the error you mentioned, ERC thinks you don’t have power.
This is either because you really don’t have power on your board, you have not connected some power pins to power or you did not tell kicad where power comes from.
The power symbols are not power sources! (In fact they themselves are power inputs and mark a net as needing a power source.)
A power source for kicad is a pin that is marked as power output. Normally only DC/DC converters and similar devices have pins marked as power output.
A generic connector symbol has it’s pins marked as passive because the symbol creator does not know what you will use this symbol for. This is where the power flag comes in. Placing a power flag tells kicad: No worries this is where power comes from. (The power flag has one pin marked as power output.)
Do not place the power flag near the power inputs! Place it only where you really get power. Otherwise ERC can not help you in any way to find missing power connections!
11.8.4. Pin Electrical Types
http://docs.kicad.org/stable/en/eeschema.html#pin-creation-and-editing