What is the issue?
There are links to other files in your Word document. For example, if you have copied charts from an Excel document into the Word document.
When creating a PDF, all fields in the Word document are updated. If the linked file is not found under the expected file path, Word displays this message.
How to fix it?
Make sure that the linked file exists in the corresponding file path. This also ensures that current information from the linked file is used when updating the links.
Simply click OK (the more links there are, the more often you may have to repeat this). The PDF is then created with the data visible in the current Word document.