This is a typical Adobe Muse warning and nothing to worry about. It simply means that you need to re-link the images and other custom content, in plain English, you need to tell Muse where are the images and other files located on your computer. The logic behind this is that Muse loads images, videos and other files from your computer. And since you got the template from us, this path has changed. To re-link the assets open the muse file, open any page, click on the “Assets” panel (if you don’t see it click Window and then Assets), right click on any file that has a red question mark next to it and select “Relink”, then browse on your computer to find the asset you need. Once you relink one asset, Muse will automatically relink all other assets that came with the theme.