Note that you are being instructed to create the Yeast.protdb file, and not open an existing file. In this section, you are creating a new Background Proteome file where you have none in prior existence, a common case when you are just starting to work with Skyline. From the relevant steps in the tutorial
- In the Peptide Settings form, click the Digestion tab.
- From the Background proteome drop-list, choose <Add…>.
- Click the Create button in the Edit Background Proteome form.
- Navigate to the FASTA subfolder of the MethodEdit folder.
- In the File name field, enter ‘Yeast’.
- Click the Save button.
Hope this helps clarify the intent of this section and the reason Yeast.protdb will not be found until you create it.
Thanks for posting your question to the support board.
--Brendan