It means the simulator couldn't find the module the defines the component "rs232_rx" Either the software couldn't find the compiled module, or the interface to the module is incorrect ( see the discussion about "blackboxes" in your other thread ) or there was an error while compiling the module, and thus no compiled module exists for the software to resolve for the component.
the first warning is because ModelSim couldn't find the rs232_rx component in the work folder, which means may be that component is NOT COMPILED or may be that component is COMPILED AFTER tb_rs_232_rx_vhd, if the file is compiled after the tb, the tb cant find the rs_232_rx component in the WORK folder.
The error is due to some illegal command's in the TCL script, may be some syntax problem.