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This screen will be shown when the plugin is configured to use Private Folders which are manually linked but the user accessing doesn't have a Private Folder assigned.
If you are seeing this message in shortcode on the Front-End, the shortcode is configured as follows:
If you are seeing this message in the WordPress Back-End, the
Private Folders in Back-End setting is enabled and set to 'Yes, I link the user Manually':
To link the user to a specific folder, please open the [Link Private Folders] menu, find your user account and click on the 'Link to Private Folder' button.
If you don't want to link your users to a Private Folder, you can disable the Private Folder setting.