Scan2CAD will warn you if you attempt to save an empty vector file.
In almost all situations, saving an empty vector file would be useless.
If you have created a vector file by clicking File > New > Vector , the new vector file would be empty until you add vectors to it.
If you wish to convert an image to vector, this is not achieved by creating a new vector file. You need to first convert the image to vector. Refer to the Scan2CAD tutorials to learn how to convert your designs.
If you wish to ignore the warning and continue saving the empty vector file, you can choose to do so.