So if you click the warning sign you get a message to run this:
flatpak install --user org.freedesktop.Platform.VulkanLayer.MangoHud
However, if you try running this, you get the following error:
error: No remote refs found for ‘org.freedesktop.Platform.VulkanLayer.MangoHud’
What you need is to also add the add-remote option and potentially the --if-not-exists flag.