What does 'you might need to take action in another window' mean?
It means that the computer is waiting for you to do something before it can proceed. Often that 'something' is a dialog box open in another window, where you might need to hit 'OK' or 'Cancel' or take some other action. Hence, 'you might need to take action in another window'.
When this happens you can usually find the window that needs your attention by looking at your taskbar, where one of the icons might be flashing. Even if an icon is not flashing, go through your other open windows to find the one that wants your attention.