When you are working in PCBnew, laying out the artwork of your PCB, the design rule check tool is available to you. It will compare the PCB design you have created with the schematic you drew earlier, and alert you to any discrepancies.
Be sure to look at both the "Problems/ Markers" tab and the "Unconnected" tabs in the "Error Messages" pane at the bottom of the design rule check (DRC) dialog.
The DRC uses both the project's netlist and it's .cmp file to do its work, so be sure that both of these are up to date.
The DRC tool is invoked by clicking the "Perform design rules check" button at the right hand end of the top toolbar….
(The icon changed sometime before version 4.0.4 to a little ladybird "bug"..)
The DRC tool, which is part of PCBnew, and checks your PCB's tracks, footprints, etc, is a bit like the ERC tool, which is part of eeSchema. (ERC checks your schematic.)
You can make projects which "work" even though the schematic fails ERC and the PCB fails DRC… but for every check failure there is an answer. You would be well advised to learn whatever you need to as you go along to get your work to pass the tests which are there to help you!