I just ran File Health Check in the admin area and got the following screen. ( please view the attached screen capture below) Is there a problem to be concerned about that I am now seeing? I don't see any error messages, only a list of files.
It reports that the /install directory along with the files that should be inside it are missing (hence 'File not found'). Deleting the install folder is not necessary nor recommended. You can password protect it if you are really worried.