The message shows you the difference between PCB and SCH.
The ”unmatched Reference Objects” column is the nets list from SCH. The “unmatched Target Objects” column is the nets list from PCB.
I believe you already have a PCB file in your project. The nets in PCB file (e.g. netC17_2,.. exist in PCB) are not appear in SCH.
If you have no idea what the nets and components are, open the PCB file and find them out, then you can match the nets manually. You can also click “NO” in the first message window, the software will match the nets for you automatically.
Another way (simple, but only for first time PCB update) is remove the PCB file from the project, create a new PCB and add it into the project.
I found the Protel help is helpless (sorry Altium), you can try to type the key words in search tab。