This often means that the package has updated recently on CRAN but the binary isn't yet available for your OS (can take a day or two). There are probably other scenarios when the binary isn't available for your platform.
If you say no, you won't get the most recent version. But this might be just fine, unless you were specifically installing because of an update.
If you say yes, the package will be built from source locally. If it has compiled code and you've never set up build tools for R, then this won't actually succeed.