I am modelling a single anchor bolt, with base late and rested on concrete. Can anyone guide me how to specify the interaction between
i) bolt and concrete
ii) base plate and concrete
You can use either contact pairs (manual or automatic selection of surfaces) or general contact (with individual specifications if different friction coefficients are to be used for instance). They should give pretty much the same results and it's up to you which approach to select but general contact is often recommended.
Those are not errors, just warning messages. Are there any actual errors causing the analysis to fail ? There might be convergence issues related to contact (often initial rigid body modes), it's very common regardless of the way contact is defined.