Working with Linked Files in an InDesign Document
If you open an InDesign file that contains linked files that were changed since the last time the InDesign file was saved, you'll see this message.
Clicking Update Links will automatically update the linked file(s) for you.
If you open an InDesign file that is missing a link you'll see the message above. To relink the missing file to the document, first click OK to open the document, then go to Window > Links and you'll see the name of the missing link and a red question mark next to it. Select the link and click on the broken chain link icon at the bottom of the links panel.
Now it's simply a matter of browsing for the missing file, selecting it and clicking Open to fix the link. (If you can't find the missing file, you may have to go back to your customer and ask them to send it to you and the re-link it to the document.)
You can also embed linked files so they don't need to be sent separately. To embed a linked file, highlight the file then click on the pull down menu in the upper right corner of the link window. Select Embed Link from the list and you'll see a new icon appear next to the file name.
Packaging InDesign Files
Another way to ensure that you receive linked files (and fonts) from your customer is to have them package the InDesign file for you. This is also a good practice to follow if you are sending InDesign files to a third-party printer. Go to File > Package and click Package again in the next dialog box. InDesign will create a new folder for you and place the document, the linked files and also the fonts inside it. You can then zip the folder and send it out knowing that everything is included in a nice neat package.