DateTime
is part of the framework. It looks like you're trying to step into that code which would require that it get downloaded first. This feature has been around a long time but there are different ways to get to this point so it is hard to give you exact steps.
If you don't actually want to step into the framework code then you can step over the line you're trying to step into instead. Alternatively go to the Debugger options and check the Enable Just My Code
option and it shouldn't try to step into the framework anymore. But if you also have Enable .NET Framework source stepping
enabled AND it has already downloaded the necessary symbol files then you may still end up stepping into the framework.
Ultimately the message is just saying the debugger was going to show you the source code for something (could be from anywhere) but it couldn't find the source. It is giving you the opportunity to point it to the right source code if you want to continue stepping into the code. But you can always opt to step over the code instead.