Hi CameraWiz,
To answer that, let's look at what the four options are for:
-Copy as DNG is only relevant if your original images are raw images. If your original images are JPG images, ignore than.
-Copy means that it will take the images, whereever they are and make a copy of them to a new location, one that you want all your images to be located at.
-Move means that it will take the images from where they are to a location where you want all of your images.
-Add means that it will leave your images where they are but they will still be recorded in your catalog.
The option to Add is great if you do not care where your images are located. This is because LR doesn't care where the images are located, it just needs to know so that it can follow your activities. If you do care where they are located, then you need to Move or Copy them because I keep all of my images together in the same location.
My guess is that your images might still be on your camera/phone and as such LR thinks that that's not a viable location.
Keep in mind taht if you move your images in the Finder/Explorer, LR doesn't have a clue as to where you've moved them to. You can show LR where they are later on but that's a lot of extra work. It's much better to move images within LR to avoid those complications. That's also why I keep all of my images inside one folder (and many subfoldes).
Let us know if this helps you.