Thank you for posting on this forum.
Orders on your BigCommerce channel always have a certain status. In the order status menu (you can see the order status button from your screenshot) you can manage what Linnworks will do with different order statuses. You can set it up in a way that Linnworks will not download unpaid orders, or if you wish you can set it up that Linnworks will download those orders, all according to your own business needs.
Once you have set this up and saved your settings, this message will not appear anymore.
All the best,
I'm trying to integrate my big-commerce store but after putting all the API details when I click "Test" or "Apply", it gives me an error as below:
Order statuses must be mapped so that orders can be downloaded. Click on the "Order Status Mapping" button and then map the paid, unpaid, shipped and ignored statuses.
Ignored means that all orders with this status will not be downloaded.