Every file has properties attached to it. Basically , it's information about the file, like this:
In the case of the EXE file above, there isn't much to worry about if they are lost when they are copied. The only time that properties really cause a problem is when you lose the information from photographs and documents. The information may be used by other programs to load information, or to show information about the file.
Basically, Windows is just telling you that the properties will not be copied with the file, and it's checking to see if it's OK with you if they get lost in the copy. It isn't usually a cause for concern.
My Computer
At a glance
Win 7 Pro x64/Win 10 Pro x64 dual bootAMD FX 8350 Vishera @ 420016 GB Mushkin Blackline DDR3-2400 @ 1866 (9-1...XFX Radeon R9 280 Double D Black Edition