We've covered both schematic and pcb; so you can think every job's done.
Last thing and you're right.
We have the necessity to associate the two parts, because actually kicad doesn't recognize any correlation between them.
In EESchema put only your MyRelay symbol, make the Annotation and save all into NetList.
Open CvPCB, that's the "brigde" KiCad's software where is possible to match components to footprints.
Go to Preferences -> Options; in the first frame click Add and select MyRelay module: it will be inserted to the bottom of list.
That's all? yes, now it surely is.
When you'll insert a MyRelay on EEschema, PCB will be able to load the module associated to it; just like for any other default component.
Here a summarizing video which you can find every passage in. Enjoy it!
See you on next article!