Electronic – Ho do I convert an “EagleCAD 5.12” project to “KiCad 5.0.2”

As far as my understanding goes, you don't truly need a bus, to logically connect the signals at two (or more) locations. When two pieces of wire have the same label, they are considered part of the same net, even if there's no wire drawn between them.

The bus is more of a visual thing, to guide the reader through the schematic.

Here's how to quickly place one:

• Say you start with all five signals located on the right-hand side of an IC, on five neighboring pins
• Draw a short piece of horizontal wire, going out of the topmost pin
• Tap the 'Insert' key four times - KiCAD should draw the wires for the other four pins (*)
• Add a net-name (local label), so that it attaches to the topmost wire. Let's call it SIG1. Tap 'Insert' to get SIG2 ~ SIG5 on the other four wires
• Add "wire to bus entry" for each of the pins - these are the wires drawn at 45 degrees angle
• Place a vertical bus, to "connect" all the wire-to-bus segments. This bus can now be routed to other parts of the schematic

(*) The exact behavior of 'Insert' is configured by the three "Repeat draw/label" settings in the "Preferences" -> "Options" dialog

There's also an "interf_u.sch" schematic which you can check out, it's part of the KiCAD example files

When I went to build the board I was surprised to see that instead of just having the pads in the right place for a shield it also had a "dimension" layer and drill holes.

Its uncommon to include dimension in the part definition but practical in some cases. When the gerber output for PCB production is generated, it doesn't matter where the dimension information comes from.

I am now trying to understand what that means for me when it comes to the actual board dimension since the component already has what I could consider board dimensions.

You don't need to (and shouldn't) draw another dimension outline in this case. As I already pointed out, when looking at the raw gerber data it won't make any difference if it was placed as part of the component or separately.