Once your photos have been imported and they fit perfectly in your page content, you may wish to stop for a day or show this to some other people. It's always a good idea to make your decisions later, as you'll see more weaknesses a few days later.
It is generally at this point that problems appear. If you send your Scribus .sla document for proofreading, the photos won't be displayed on the proofreader's screen as they are not embedded into the file.
The same issue arises if you decide to move or rename some folders or photos on your own computer. Since Scribus just saves the location of your files and loads them when necessary, it won't be able to find them anymore.
In this case, don't worry at all. Nothing is lost; it is just that Scribus has no idea of what you have done to your file—you will just need to tell it. At this point, you have two possibilities:
Import the photos that have disappeared, again, so that Scribus can save their new location.
Go to Extra | Manage Images...