The turotial by default is design to run under the directory of c:\NPrintingTraining with all of the sub folders underneath. If you download the zip and extract in that directory, all should work. If it is not that directory, your options are
move everything to that directory
modify your environmental nprinting variables to use/point to the directory where the files are located.
the evProjectRoot variable is usually the one you have to change
While that pop-up may look like an error, it actually is an indicator that the server is working properly.
If you look at the advanced training webinar recording (see NPrinting 16 Training & Installation/Upgrade Information) this is explained at the beginning of session along with other server configuration topics.
As Stephen said (and reminded me) this is a message that does/can pop up
If you view the message and it displays inforamtion about personal addition, it means that the version of qlikview your nprinting service account is a personal edition, and not a licensed edition, which it needs to be).
Typically the application that displays the message is minimized once you have your on-demand working consistantly.
If you view the message, and it does not really display anything, that is good