very welcome to the Forum!
If it's only that, you're quite good with your file! I've got more than 500 'error' notes. In my case, the ones saying 'file not found' are all in the way
File Nr.X 'FileName.jpg' could not be found
which refers to the file(s) linked to a person that is/are not accessible.
You may know that neither GED nor AHN files include the photos and similar files linked to a person but only a path showing to the image file. If you just tried out the software with a GED file, you may have forgot to put the image file(s) to the right path. I just wonder why there is no file name in your error hints - they should be. Normally, it's the file name linked to a person (see edit window: Person > Pictures/Files) which is referred to. So, do you really have image/file references existant with no real file name? How could this be?
Hope, you understand what I mean.