It means that you probably moved the images after you downloaded them, and now Lightroom doesn't know where you have put them.
I did not move the folder, the folder has not been greyed out, when I
click on 'find missing folder' the system takes me to my Pictures folder
where there is no copy.
When I imported the photos I did not select the option to make a second
copy, and I did not download a copy from the memory card onto my C drive as
instructed before I did the import and asked whether I should make a copy
on my hard drive, I was told not to.
What do I do now?
So where are the images?
They were imported from a memory card, into the Catalogue and nowhere else. Before I imported them, I asked if I must copy them to my hard drive, and was told not to - this was a question to the panel.
They are all in the catalogue and also all are on the memory card they were copied from. In Lightroom is shows them as being on my Desktop, but they do not appear there.
Photos are never "in" the catalog. The catalog simply points to the folder on your hard drive where those images are located. If you are importing from a card then you want to copy the photos and designate a folder on your hard drive. If you didn't do that then I suppose the Lightroom catalog is pointing to the images on the card, and you don't want that. You need to remove that folder from Lightroom in the library module. Then import again using the copy option. Once you have copied those files to your hard drive then you will be able to use the Lightroom features.
Usually, Lightroom imports the file and simultaneously makes a copy on your hard disk, and so when you say the they are in "the catalog and nowhere else", this is not how Lightroom works. Photos must be on the hard disk. Photos are NEVER stored in Lightroom, they are never stored in the catalog.
But if the photos are not on your hard disk, then you will have this problem. You need to copy the photos (using your operating system) from the camera cards to the location where Lightroom expects them, and then the question marks will go away.
Thank you for this - apologise that the question went in so many directions.