Question about missing files

How can you set elements to let you know if a thumb nail of a picture is not connected to a file on the drive.

Many times I click on a thumb nail and it then tell me the file is missing and puts the question mark on the thumb nail but the previously to clicking the thumb nail there was no question mark to indicate that the file was missing? 

It would be nice to know which thumb nails have missing files so I could delete that thumb nail or reconnect it. 

I am sure there is a setting somewhere but I have not found it.

'

Thanks for the help.