The file woul;d need to be damaged in some way for a link top show in the panel but not actually be present in the document. If you run Live Preflight it should provide a list of missing and out-of-date links, along with clickable links that should take you to where the linked file is used in the document. If the links are in overset text or on the pasteboard you can delete them fromthe pasteboard or the text in the document (unless that text should not be overset), but if they have a page number associated with them you will need to find the linked files.
Missing and modified links still show previews inthe file, so looks can be deceptive.
Well I found the images, using the Live Preflight, and I am able to delete all those images. However, that is surely not what I want to do.
What I don't understand is where those images are and how they show up at all when the links are broken. If I could understand that, I might be able to fix this.
Links are just that, pointers to an external file. By linking image data InDesing is able to keep the document size reasonable and performance remains acceptable. Missing links means tha the pointer is no longer valid and ID cannot find the linked file in the original location. This can happen for any number of reasons, typically either the file was handed off to a new user who does not have access to the original file locations (and that's often accompanied by a failure to provide the linked files when handing off), or sometimes someone moves or renames something and the path gets broken.
IF you were given all of the files that are supposed to be linked you can relink to them and solve your problem. The easiest way is to put them in the same folder with the document and let ID find them automatically when you reopen the doc. If you weren't given these external files, you must go back to whoever made the file and ask for them.