you have hyperlinked to something that hasn't been uploaded to the server. It hasn't been uploaded to the server because you haven't included it in your FP web file structure.
If you're linking to, say, an image or a PDF, always make sure that you have imported the file into your FP web first. Then use the right click on whatever you want to use as the hyperlink - some text for instance - and select 'create hyperlink'. FP will show you the files that are in your FP web, and you simply navigate to the chosen file and select it. FP will do the rest, and then you can publish the changes to the server.