The footprint anchor (also called component origin) is used by automated Pick and Place (PNP) machines for locating and placing SMD components on a PCB.
For most standard components, the anchor should generally be located on the centroid of the component body.
In the KiCad footprint editor, the footprint anchor is always located at the origin (0, 0). To move the footprint relative to the anchor (origin), press the Place footprint reference anchor button (refer to image below).
Some footprints (especially those which are non-symmetrical) require special consideration and the anchor may not necessarily be placed on the component centroid.
Generally speaking, the correct location of the footprint anchor can be found in the component datasheet. The image below shows an example for a Molex Pico-Lock connector.