no pcb document is
This error usually happens because the PCB and/or Print Preview documents that Design Explorer is trying to automatically reopen were not saved after being created or imported - this includes PCB documents that were created by updating PCB from a schematic or project. At the same time, Print Preview attempts to open the print preview document to rebuild the PCB from the PCB document which hasn't been saved. In your case it does not have any objects placed on the PCB.
When you close the design database, if you do not save the PCB and Print Preview documents for the first time, the design database will not recognise that the documents are present in the database.
Just press 'OK' to the error messages and work with the design database as usual. When you exit the design database, save the files properly - or at least close them manually so that they will not be reopened automatically.