when it says that the parts cant be found go on the left side where the list of parts should be, click on one of the parts and find it in your library. It should find the rest and resolve itself.
It should resolve itself. Solidworks will find all the parts after you show it where one is. Are all your parts in one folder? or are they spread amongst your hdd?
I just downloaded the file and had the same issue you did however finally resolved the issue. All i did was using WinRar was extracted all the files from the download into 1 local file on my hard drive. When you download it has each part he used in it, when you try and open though the computer just doesn’t know where to look so they all need to be together in the same place.