Assembly file confusion.

I've been working on this assembly file. I recently realized that the instruction I was following has me adding the sheet metal portion while in the Assembly mode. The sheet metal is not a separate file it seems. Don't see any way to mate them later ?

So my questions are:

1. how is this an assembly file and how with one be able to remove or flatten the sheet metal portion ?

2. What are the "Save" window message telling or asking me ? Not sure about them ?

I'm trying to figure out what the problem is with getting the file to upload correctly but since Im not a power user it may be a while before I can get the problem figured out.

SolidworksAssemblies