For frame [velodyne]: Frame [velodyne] does not exist

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The frame velodyne would generally be a frame for a lidar - specifically a Velodyne lidar. This is the "frame of reference" in which the lidar data are published (the frame_id field of the PointCloud2 messages). In order for RViz to visualize data from your lidar while also showing the map, there must be a transform (or multiple transforms, in this case) to get from the frame of the lidar to the map frame. This error is telling you that the frame named velodyne is not connected to the frame in which you're viewing data in RViz (you can find this by expanding "Global Options" at the top of the left frame) - I'm assuming map. These transforms can be published individually by instances of the static_transform_publisher node but are usually combined into a URDF file which describes multiple frames and the relationships between them. This URDF file can then be loaded by a robot_state_publisher node and will automatically publish all of the described transforms. In general, a lidar fixed to a vehicle would have a transform to map which would consist of: velodyne -> base_link -> odom -> map. For more information, see https://www.ros.org/reps/rep-0105.html.