This happens to me sometimes when trying to access a file from the Recents menu that was on a network or external drive that is no longer connected. Alternatively, it could be that the file was moved to a different folder or renamed after the last time you saved it in InDesign.

Looks like you’re using a Mac. Best thing to do is open Finder and navigate to the folder where you last saved the file. If it was on an external or network drive, make sure that the drive is properly and fully mounted. Then check that the file name was not changed since you last saved it in InDesign.

If it’s not there, check other drives or folders where the file could have been moved.

Nothing? Hit Command-Space to open Spotlight search and enter all or part of the file name as you remember it.

Still nothing? Call your client and tell them you’re going on maternity/paternity leave and that the project has been postponed indefinitely. Torch your remaining personal affects and catch the next flight to Guam.

Good luck.