Annotation must be done properly before the Update PCB from Schematics [F8] works properly, and a quick fix is to rename one of the resistors from “R3” to “R223”.
Your generated project is also incomplete. No wiring to the USB, and even Power and GND are not connected to the uC. You are probably meant to fix those yourself.
If you’re unsure how to do such tasks, then start with a beginners tutorial for KiCad. For example: