All the error / warning / info messages are described in the Help -> Topics -> Notice List Error Messages section of PSoC Creator
Let's assume that you are getting the following warning message while compiling the project:
Warning: apr.M0042: Bonded pin(s) "P3" are not used in your current design but have been connected in order to route the design. (App=cydsfit)
In order to know more about this warning , Please go to Help -> Topics -> Search -> Type "apr.M0042" in the Keyword. Press Ctrl + F, and type "apr: M0042". You can go to the description section of this Warning message directly.