Relink not showing options

Hi, I have a puzzling situation. I have used media management to create a folder of my files with an xml file. I then zipped this up and sent it to my colleague in Kiev. She downloaded it, then relinked it. It is missing media. However, there is no option to relink medi individually, or provide the option to Change Folder so we could use the archived files.

Can anyone assist please? If the files are not there, then surely it is just a matter of putting them there then relinking? Is that right, or will that not work either?