The first message means that linked content (File > Place...) can no longer be found at the location it was in when it was placed, or the location is no longer acessible and the there is no copy of the linked file in the folder withthe .indd file or a subfolder (as there would be if you were opening a package).
What Snath said about the fonts being available from a pacakge is not 100% true. Mac format fonts cannot be used on Windows, for example, under any circumstances, and Windows T1 fonts require installation in the InDesign fonts folder on the Mac, not one of the system folders. In CS5 and later it is not usually necessary to install fonts that are located in the Document Fonts folder in a package, but again, mac format fonts will not work on windows, and I don't believe T1 fonts of either persuasion work as Document Installed Fonts.