The message is saying that a sketch was found in a wrong place. It should have been located in a folder having that same name.
This happens sometimes, e.g. if you rename a file without renaming the folder (directory) where it is located, or if you move or copy a sketch from one folder to another.
The solution is to place that file (.ino) in the required folder. If the folder does not exist, you can create it manually and move the sketch inside.