The empty photo frame or empty text box warning is used by the editor to draw your attention to the fact that there is a frame or text box in your project that doesn't contain a photo/text. If you can't see this frame, it's possible you've covered it with other photos or text.
So long as you're happy with the affected page as it appears in the work area and 'Preview' function of the editor, you can safely ignore this warning and continue with the ordering process. Please rest assured that empty photo frames or text boxes won't be printed in the final product.