Autoexecution is used to set the operating environment or to define variables and procedures for use in the worksheet or document. The dialog box that displays this message is displayed when a worksheet or document containing items set to execute automatically is opened.

If you click Yes, the preset items are executed. If you click No, the items are not executed.

However, if you click No but want to execute these items automatically, select  Evaluate>Repeat Autoexecute.

The autoexecute feature is set in the Security tab located in the Options dialog.

autoexecute, Options Dialog