Relink Tables shows you how to look for the back end.  If it isn't there prompt them for the new location.

The bigger issue is education.  Make sure that your data isn't accessible by people that don't know what they are doing.  If "they" deleted your back end you have much bigger problems than producing an error...  You just lost all of your data!
Have a good back up plan in place and have backups in multiple locations.  Local, off site, etc.  Files can and do get corrupted unintentionally from time to time.

That's one of the major problems with Access... in a network setting in order to USE the database, people have to have read/write access to the folder the back-end data files are in. Nothing prevents them from hitting that old Delete button. You can try hiding that folder, but it's still not 100%. SQL Server is the only 100% way to protect your data.

As far as giving them a friendly error message when this happens, the best thing you can do is to check for a value in a table in one of your back-end files and if you can't read it, give them a message that they need to relink.