When you received a Dynamo script from your colleague, there is a chance that the script uses a custom node from a package. If you don’t have the package installed on your computer, then you can’t use the Dynamo Script.
The good thing is now Dynamo can trace the missing package and suggest you install that particular package. This feature is added in Dynamo 2.3. (shipped with Revit 2020.2).
However, Dynamo can’t trace the missing package if the script was created using an older Dynamo version. Dynamo only can trace packages in the scripts created with Dynamo 2.3. or later.
See how the missing package tracking works in the video below.