It translates to "Failed to find the file by using the current search option".
It appears that some standard parts are not loading. You can define where NX searches for part files in the Assembly Load Options. At the top of the dialog is a pull-down menu titled "Load".
If you had created the assembly I suspect you can set this to "As Saved" and your components will load. Otherwise you'll probably have to use "From Search Folders" and enter the paths to the folders where these standard part components have been saved.