Could not find part of the path

Hi, 

I received a project from a client  and when I import it, I get this fault message. "Could not find part of the path", I searched the forum and the documentation but could not really find anything that solves my problem. This is the second time this happened to me. The first time, I just used the word document they sent and created a new project, but I am worried that this will keep happening. 

Any idea?

Thank you