0.1 inch header in KiCAD
I haven't used KiCAD for some time, but it looks to me as if you assigned "names" to the pins in the schematic symbol, but did not assign pin numbers - I'd expect to see pin numbers above the pins, outside the symbol body.  The pin numbers on the schematic symbol must match the pin numbers on the PCB footprint.  

Also, you said you wanted a 2x14 header - you've made a 1x14 header, both schematic and footprint.

We usually use the U? reference designator for ICs - connectors should usually be P? or J? (but this is not related to your problem.)