You would know what you use for USB to ethernet. That would usually be a USB dongle, with an ethernet port on the end.
If you don't know what that is - and you don't have one or use one, then that makes it all easy:
Just trash that file.
Again, the popup window tells you exactly where the find it.
My additional thought is that deleting that file will take care of THAT popup.
But, if you don't use that kind of adapter, then why did it get that way?
You could have other minor issies that may or may not be as apparent as a popup message.
An OS X reinstall would, in a sense, repair your existing system.
That would be another reason that I would suggest a reinstall of OS X