The error/warning message mean than the condition named 'Beam-Load' was declared (defined in the .cnd of the problemtype) to be applied 'over lines' of geometry, and 'over body element' of mesh.
And the condition in applied to a geometric line that is not generating any '2-nodes line element', and then the element to apply the condition doesn't exists.
The line is not generating a 'line-element' because belong to a surface, and are generated quadrilaterals/triangles, and then by default GiD delete the lower-level line elements.
If the condition were defined 'over face element' then will be applied to some face of some quadrilateral/triangle with and edge over the line.
In this case is defined 'over body element' and then expect that the line element explicitly exists.
To force having the line-elements of a line that belong to a surface you must explictly say to do it, there are two ways:
1) assign the the desired line
and select the lines you want to force.
2) enable a global variable that say that 'all lines' must be forced to be meshed.
This is the option that is explained in this tutorial of SAFIR 2016 (I've just downloaded to have a look)
Do you have missed this point of the tutorial:
From the pull down menu select preferences [ ], open the meshing tab and
select [ ] (beam) as “Mesh always by default” (in the bottom of the window)
The option could be in different place depending on your GiD version.
Now it is located in Utilities->Preferences...
Meshing->Other-Mesh always by default
select the icon of lines and press apply to accept the change.