The message is: Warning: The Pervasive Database engine is not running at the location of the company data <company_name> on <computer_name>. This may impact company selection or use, especially in a multi-user environment.
Single-user version
If you have a single-user version of the 21st Century program and installed from a workstation to another network computer (server) and use the program from the workstation, then this situation would be expected and you may disregard this message.
Multi-user version
If you have a multi-user version, then all computers that contain the 21st Century program and/or data should have the Pervasive Software installed and active at all times. You should check <computer_name> to make sure the Pervasive Software is installed and functioning properly. Additional information on this topic can be found here.