Missing links will show up in Preflight. Window > Output > Preflight.
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As Steve said, Preflight panel will warn you in case of missing/modified links.
It can do much more than that, depending on how your preflight profile is set (overset text, missing font, and many more), so I would strongly recommend using that feature.
In addition, you probably have noticed it, I should add that your Links panel also does the job:
Red circled question mark for missing link, Orange triangle with exclamation mark for modified links.
Just like you did in your example : sort by status and warnings will show up at the top of your links panel.
Finally, these marks will also show up in your design (Normal view), just like here:
All answers are right. But, why you work with usb-drive?
this may not be the case but it sounds as if you might be working only on a USB drive. Please don't! They are prone to failure and corruption. And you don't have a backup. Please work on your computer's disk then immediately backup to the USB (keeping all saves with new names)
I don't think they're working "on" a USB drive. I think the OP was saying that they were having difficulty copying the files from the USB to his computer and wanted to make sure that all of the relevant files came over. The links. I certainly hope that they aren't actually working from the USB drive. That's just asking for trouble.