Yes, the DCP is generated from source and can help to speed up synthesis by reusing the output of a previous run. It's no problem if it's not there. It will just do a full synthesis run and regenerate it, and you can ignore the warning. So you don't need to commit it to your repo unless maybe you want other computers to be able to reuse the synth results.
I'd suggest setting the 'Automatically use the checkpoint from the previous run' option so you can still take advantage of incremental synthesis when you rebuild on the same computer.