Missing image files (how to remove note of warning)

I have a file that gave me a colleague.
This file has components from the Matrix plugin
I do not use the Matrix so I do not need materials and components used in this file.

What should I do for starts this file, so that it window with warnings will no appear?

Hello - the Remove button is what jumps out at me…


Thanks for the reply Pascal.
Why I was afraid to click on this button :wink: