After creating a new lib (with the create new lib and save footprint button) you need to add it to the fp-lib-table.
Yes there should be a message similar to when you save a symbol to a new lib.
To do this use the footprint library wizard. (footprint editor->prefereces->footpint library wizard)
At the first page select local lib an press next. Then tell kicad where you created your lib and finish the dialog. (On the last page you are asked if you want to add this lib to this project only or to your global configuration.)