This means V-Ray cannot find the texture maps. Open the V-Ray File Path Editor (from the V-Ray menu). Point the missing paths to your V-Ray Material Library\textures folder.
Owned by Epic Games, Megascans offers photorealistic surfaces (mud, moss, stone, asphalt).
Exercise: set up a car paint material with base color, metallic flakes (using noise map + mask), and clearcoat layer.