If you're seeing a 'Local Files Detected' error message when trying to save or send your message, it may be that your email contains links to local images or files. This essentially means that you email code is directing users to a file or image that only exists on your computer. As such, the item will not work for your recipient when you send the email.
The best way to correct this is to ensure that all files & images used within your email are located in our Files & Images manager. To check any images, simply click on each one in the email builder, then select Swap Image, as shown below and ensure the image that it's pointing to is indeed located in the Files & Images manager.