You see this message because Pavilion is not properly installed.
This problem is usually caused when Pavilion module is not installed. Please, go to admin panel, enter Extensions -> Modules, find 'Pavilion CP' and click 'install'.
For more information about theme installation, please read carefully Pavilion Documentation.
If you think you've made everything according to the installation instructions and this message continues to appear, please contact ThemeBurn support team.