YOu have probably a file from a later version of InDesign which you want to open in your version. You will need to upgrade your InDesign.
What version are you using, what version came the file from?
No, that's the error message that pops up it the .idlk file is present in the folder with the .indd or the file being opened really isn't an InDesign file or is damaged. Newer files will throw a plugins error or tell you the version, depending on which version is trying to open them.
I have the latest version as I subscribe monthly