Why does the win8 system library function not be available because the library location is not supported?

Why do I receive a message stating that some library features are not available because the library location is not supported?

When you use an app to add an unindexed folder (such as a network folder) to the library, you may receive such a message. Searching, sorting, and filtering in the library will be slow. To speed up the execution of these tasks, remove the location from the library. If it's important for you to keep this folder in the library, you can create a new library for that folder separately, which will not slow down the search, sorting, and filtering in any other library location.