The memcpy.asm files come with the Visual Studio C runtime sources you will find inside your Visual Studio installation directory if you installed the CRT sources. If you installed everything to the default location, it’s present multiple times for the different CPU architectures. Just search for it on your harddrive with the MSVS installation.
That this error pops up might have something to do with what you programmed.
If this is during a debug session you most likely crashed inside a memcpy() function and the debugger wants to open the matching source file to show you where exactly the crash happened.
If it doesn’t find the matching file it normally opens a dialog where you can browse for the file if you have it. If you ignore that, you will see a disassembly of the same code.
If this is within a crash situation, you most likely made an error when copying data around. Most often illegal access errors from null pointers or out of bounds accesses during reading or writing.
If you’re in the debugger at that time, just go up the call stack to see if you can pinpoint the original error. If it happens in another module and later than memcpy invocations from your own application, check if all data you sent at any time was correctly sized and to valid pointers. Happy debugging.