First: What you are trying to do is a bad idea. This is only going to cause issues for someone else down the road.
The best things to do would be to either:
1. Find the referenced part and check it in along with the assembly.
2. Delete the reference from the assembly so the assembly doesn't need the part anymore
The last thing you can do which I don't recommend but will work is to just create a dummy empty part (with the same filename) so it has something to check in. The dummy empty part could be checked out and replaced with the real part down the road.
You will need the component parts eventually!
The best option is to find the parts so they get loaded with the assembly.
Deleting the component from the assembly will not be good for the future.
Creating a dummy part with the right part number for your assembly may be the best option to get things checked in now. You will certainly need to keep track of which parts are empty dummies so they can be cleaned up at a later time.
You really need to clean up your data and have ALL required dependencies available BEFORE loading. Anything else is going to create a huge mess with the relationships between the models. (As Stored vs. Latest, etc.) If you put garbage in, you're going to get garbage out.
Sounds like your company needs to bite the bullet and find those component parts.
When we did bulk loading into Windchill, we followed a set number of steps for loading component parts so the dependencies were created/maintained.
1) Load standard hardware files, family tables, etc.
2) Load other component part files.
3) Load assemblies
4) Load drawings
This will allow the majority of your assemblies to find and resolve component part associations.
If you have multiple files of the same name in different folders, this may cause a problem depending if these same-named parts are copies of the others or just have the same name. Copied files of the same name will not be an issue, just bring in the first and then ignore duplicate names. Same name fil, not a copy can be a real issue as the part orientation may be different, internal ids may be different and then mating conditions fail as the part doesn't 'match' what it is looking for.