It is not an "error". The font you are using in InDesign does not contain these characters, so InDesign highlights them to inform you of the problem. See http://indesignsecrets.com/tackling-missing-glyphs.php for a longer article.
If the accented characters are not available in your font of choice, the easiest, fastest, and most robust solution is to use another font.
Other alternatives are using another font for these characters only (but only do so when the other font matches the original very closely), 'manually' move the pinyin tones onto the vowels using kerning (if the font contains grave, acute, circumflex, and caron characters), or create a custom font of just these characters and add them to the current font as a 'composite' font (see Marc Autret's Indiscripts :: FontMixer | Extend Typefaces in InDesign CS5/CS6/CC).