Link footprint to schematic KiCad (version 4.02)
In the Footprint Editor, click Preferences -> Footprint Libraries Manager. 
In the opening window, click Append Library. A new line should be added to bottom of the table. There, you should add your library's directory and nickname by hand. They both may be anything you like, but I personally put .pretty folders in related project's directory. Then click OK, of course. This should solve your problem.