An AE project file does not contain the assets you've placed in the project. It merely saves the links to the assets. If you are planning to work on a project on a different machine you need to either have your files in a shared location (Creative Cloud folder, Dropbox, etc.) or use the Collect Files command to bring all the assets with you.
In this case, there is a jpg file that is missing. What you are seeing is the missing footage placeholder.