As described in the post i linked, you have a few options how to connect a symbol to its footprint. (Kicad is very flexible. This allows for multiple conflicting workflows to co exist.)
The original way in kicad was to have only generic symbols without any footprint assigned. There is a tool called cvpcb that shows you in tabular form all symbols of your schematic with their footprint fields. This tool can be used to assign footprints to all symbols after you finished designing the schematic.
You can also set the footprint for one symbol using this symbol properties dialog you already opened. Select the footprint field and press the footprint browser button. For more details please read my old post about this.
As the lib grew (and the userbase became more professional) we found that for a lot of components the generic symbol approach does not make sense. This is why a lot of symbols are created as atomic component. This is simply a symbol with the footprint field set in the library. (via the lib editor)
Setting the footprint field is done similar to when done from the symbol properties dialog of eeschema. Here it is called field properties dialog. The assign footprint button opens the footprint browser. (Click the image for larger resolution)
This type of symbol setup requires more work during the symbol creation process (and possibly a larger lib) but less work while designing your circuit.
Have a look at the links i posted above for more details.
Here a written tutorial on how to create a symbol.
A good beginners guide for kicad is the getting to blinky video series by @ChrisGammell
As with all tools there is a lot to learn. But i can assure you it gets easier over time. (Getting used to the library editor and footprint editor is one of the most important steps for any pcb design program)