this message will happen when the file you are opening is either a 3D file format not Solidworks (i.e. STL, STEP...ect) or has an imported body in the solidworks file. If you click yes it will allow you to attempt to recognise features of the imported model to convert it into SW features. See links below for reference.
Hope that helps
Thanks for the explanation.
I think this is directly related to your question from last week Maha. https://forum.solidworks.com/message/796893#comment-796893
Feature recognition is how you get a feature tree from imported geometry.