Audacity Warning: Critical Nyquist

Every time I open Audacity I get the following warning:

“Critical Nyquist files could not be found. Nyquist effects will not work.”

How do I get those files, thus solving the bother of having to close that window every time?
I run audacity on a MacBook Pro (2012) and have the latest version (2.0.6 for Mac).

Thank you for your help,

You need to install Audacity correctly, as described here: