It means you have either moved, renamed or deleted the photos outside of Lightroom. Move them back using your operating system, or in Lightroom reconnect via Adobe Lightroom - Find moved or missing files and folders
Or you have them on an external drive that is either asleep, disconnected or dead. Like with a file manager, Windows Explorer or OS X Finder.
Or as stated above you moved, renamed or deleted them outside of the LR program.