Normally one would expect code - especially example code - to build “cleanly” (ie, no warnings).
Unfortunately, Sierra Wireless do not seem to follow this practice: OPUS-I Samples do not build cleanly - if at all! 
However, dealing with compiler messages is a standard part of the ‘C’ development process (nothing magic or special about Open-AT here) - so you should just deal with them as normal!
Probably just shoddy QA by Sierra Wireless.
Nobody can tell you whether those warnings are serious or benign if you don’t actually say what warnings, precisely, they were! And at what point(s) in the code they occurred.