First message : Auditing is costly in terms of performance (it needs db write operations). The less you audit, the more performant your policy will be. Here you configure the audit messages to save request / response messages. Uncheck the option and the message will disapear. In a prod environment log sink should be used to send logs messages to external tool (Splunk, Nagios, ...).
Second and fourth warning messages : you do not provide authentication mecanism in your Policy. Every service you expose must be protected. You will probably learn how to use "Require credentials" and "authenticate agaisnt" assertions later in you course.
And for the third message it seems that your xml in your response template is not well-formed. Review it.
Tip : You can disable message Policy validation in your Policy Manager preferences.