glossaries package FAQ
This is not an error, but a warning. This just means that PDFLaTeX can't find the given target. Since all the targets defined by the glossaries package will be placed in the files created when you use makeglossaries, you will always get these messages the first time you LaTeX your document. Once you have successfully run makeglossaries, these warnings should go away. If you still get them, then it’s possible that one or more of your glossary entries had an error which prevented them from being written to the .glo (or equivalent) file. Check the makeindex transcript file (.glg or equivalent) for errors.
Alternative link: https://www.dickimaw-books.com/faq.php?itemlabel=glsnopdftarget