KiCAD: "Footprint has no courtyard defined" using Arduino shield template
The courtyard is the area that the physical component will be in. This is defined in IC’s to make sure they won’t collide when you solder the components.
There’s a design rule check mark somewhere that makes it give an error if a component doesn’t have a courtyard defined. The template designers probably imported/converted the footprint for the screws or were too lazy to draw a courtyard. In your case, it does not hurt if the screws have no courtyard defined, since you’ll know the size of the screw by head. If this is your final design, and the errors only are for the screws, you can safely turn the checkmark off. I’ll try to fire up kicad if you cannot find it yourself.
Another solution would be to edit the footprint to include a courtyard (draw it the size of the screw head), or to choose a screw footprint that is equivalent that does have a courtyard defined.