External assets in my project

I get this message when I add photos to my site

Hey, just noticed you added an external asset to your project. Remember, additional assets are not embedded into Blocs documents. Blocs uses the original asset to prevent taking up extra space with file duplications on your hard drive. Please consider this when moving Blocs projects between computers.

My blocs file and photos are in the same directory on my external harddrive.
When I opened my blocs file (worked on it yesterday) lot’s of images are missing. What am I doing wrong?
Thanks for your help!