Looks like nothing is connected. Try moving one of the LEDs--the nets should follow it. If not, it's not connected.
Try running an ERC (Electrical Rules Check) from the Tools menu. It'll show you a list of everything that's wrong with the schematic. In this case, it looks like the nets are mostly overlapping the pins by just enough to prevent them from connecting. Clicking on an error will highlight it on the schematic for you. Go through the list and fix everything and you should be good to go. Sometimes it can be tricky to ensure that a pin is connected to the net. If this happens, just try moving the component, then moving it back.
Check the Display|Grid dialog and make sure your grid isn't so small that you can't easily make things connect.
Good luck,
Torben