Hello @Grzegorz O
This warning means that after converting the existing disk to dynamic disk you won't be able to start the operating system from any volume except the boot volume.
Since you are working with a non boot secondary disk (disk2) , it should not affect the Boot disk (disk0).
You can also use a 3rd party utility to extend F: and claim that unallocated space
For example the Free version of AOMEI Partition Assistant is fully featured and very easy to use.
Difference between Dynamic and Basic disks