Electronic – THT: What is a squared annular “ring”?

Why don't you show the pin going to something like a test point in the circuit? If it doesn't connect to anything it won't be seen as a net and having it connected to an otherwise unused power pin will not generate a net either.

There's a design that I did recently that had a wire coming onto the board and being soldered to a piece of copper - on the circuit, i made the copper = a test point and the footprint/decal in the PCB section I defined a shape of copper which had a pin number

The round pin headers (also known as "machine pin headers") typically provide a more secure fit, with more contact surface area between the pins and sockets. They are often used in applications where vibration is a problem.

They're not used universally, because the machining process makes them significantly more expensive to manufacture than the square pins. Also note that the square pin typically won't fit into a round socket, and round pins going into square sockets can have problems maintaining position (or even contact).