Some printers and other recipients request the “source” or “native” files—that is, copies of the InDesign file and all its assets (images and fonts, mostly). Packaging supplies these copies in a tidy folder we call a “package.”
The small note that three are “protected” means they are from Adobe Fonts. That is not a concern, nor is the foolish warning triangle that tells us that several images use RGB.
As usual, more details are in the Compendium. See “Package” (page 345).