Usually, it's because the plane is an older version. If you don't want to get involved with upgrading aircraft, download them through one of the registries and look for versions compatible with the current version of X-Plane. When I try to load an aircraft, X-Plane complains about a missing airfoil.
Airfoil definitions are in separate files.
Custom airfoils go in the Airfoils folder under the main ACF folder. X-Plane's error message tells you the name of the missing airfoil. Since you get dumped out of X-Plane for every missing airfoil, and where one airfoil is missing there will probably also be others, this will save you a lot of time. Check the standard Airfoils folder for a similar name. The standard airfoil names sometimes change.