When I add something to the schematic window it shows up in the pcb window OUTSIDE the shield
That's how you do stuff in Eagle. This probably your first board, otherways you'd know. You first draw your schematic, connect all the pins with the "net" tool and then you move to the pcb layout. In the pcb layout you'll find all your components in the lower left corner, outside the PCB. I guess this is Eagle's way of telling you those components are new and require attention!
I don't know how to change the name of the pins. I'm pretty sure they come from the package/library you used and I don't think you should change them. Each part in Eagle's library has two drawings: the schematic drawing and the pcb footpring drawing: they don't look the same. I have no idea what would happen if you'd just change the name of the pin. Then again I'm an beginer with Eagle, haven't managed to design a PCB and print it out yet...