Source not found: File import callback not supported

I am getting this error on these 3 import callbacks:

import "github.com/OpenZeppelin/openzeppelin-contracts/blob/master/contracts/utils/Counters.sol";

import "github.com/OpenZeppelin/openzeppelin-contracts/blob/master/contracts/token/ERC721/ERC721.sol";

import "github.com/OpenZeppelin/openzeppelin-contracts/blob/master/contracts/security/ReentrancyGuard.sol";

I do not know why exactly. Any help?

Try installing and importing them locally as instructed here.

Otherwise have a look through this thread for a possible solution.