That’s kindof a standard introductory thing everybody gets, it’s not a violation warning or anything, just general suggestions.
Not sure about where to buy, they have it available on steam if that’s your thing, or I think a direct download from their site linked to above.
I bought mine with controller from a local hobby store here in Canada.
The controller is really nice, but you can probably get by with a twin stick game pad, the only difference will be on many rc controllers the left stick will not auto center up and down, but stay wherever you adjust it, for the throttle.