Hi thanulee,
There are two ways that I would suggest to avoid the alert:
Set up a texture path in the preferences (Edit> Preferences>Files>Path: add the folder in which all needed files are for this project) You can add as many folders as needed.
Or create a folder named tex inside your project folder, and place all needed images and footage in this one.
If you do not add the images or footage directly to the project folder (the folder in which your scene file is stored, create at least on the end of the project folder via File>Save Project with Assets… to collect all the images and footage for the project. The environment changes and hard-drives might be exchanged, etc.
All the best
