That error message says that it's looking for a file whose name starts with "AAV_Elute" and whose name ends with any of a number of possible endings including things like "_uncalibrated.mgf" or "mzML" etc.

Do you have a file called "AAV_Elute.mzML" or something like that? If so, you should copy that file into the same folder as your .pep.xml file.

Do you understand that error message? When it says "with the following basename" it's saying that it's looking for a file whose name starts with "AAV_Elute" which is what appears on the next line of that message.
Then, when it says any of the supported file extensions it's saying it's looking for a file whose names ends with any of the list of things in that list.
The last part of the message is telling you which folders it was looking in.

I know that message might be confusing. If you could give us some feedback about how you interpreted the meaning of that message that might give us some ideas about how we could phrase it better.
-- Nick