Could not find part of the path


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 

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