I received a copy of a counties Geodatabase. Each thing I have tried has not worked and I get this beside of all layers.

There is an .mxd file. I am able to simply open the mxd from the disk I received, but all layers show the error

Here are the folders under the main folder.

Can someone walk me through what I need to do, or direct me what I need to read. I have searched but apparently am not using the right terms to find anything relative.