There are two demo data sets in the download file - for the Basic demo version, and for the Advanced.

Advanced theme demo site has multiple extra optional plugins installed, which are sold separately, we informed you about them on theme description page on ThemeForest as well as on the demo selection page. Some of these plugin add custom post types and taxonomies. But they can not be imported if plugins are not installed. That is why you see these warnings. It just means that extra data is skipped.