In order to avoid any missing parts during the import process from LEGO Digital Designer (LDD), you will need to apply a patch. This patch is included in the sim and can be accessed via 'Help' > 'Patch Lego Digital Designer'. After applying the patch, feel free to export the robot again from LDD and import it into the simulator.
You will also want to confirm that the Virtual Robotics Toolkit has the correct path to your LDraw installation.
This can be checked by clicking on the 'File' menu, selecting 'Preferences', and then choosing the 'Path' tab.