Download the appropriate APR based tomcat native library for your operating system so that Apache tomcat server can take some advantage of the feature of your OS which is not included by default in tomcat. For windows it will be a .dll
file.
I too got the warning while starting the server and you don't have to worry about this if you are testing or developing. This is meant to be on production purposes.
After putting the tcnative-1.dll file inside the bin folder of Apache Tomcat 7 following are the output in the stderr file,
Apr 07, 2015 1:14:12 PM org.apache.catalina.core.AprLifecycleListener init
INFO: Loaded APR based Apache Tomcat Native library 1.1.33 using APR version 1.5.1.
Apr 07, 2015 1:14:12 PM org.apache.catalina.core.AprLifecycleListener init
INFO: APR capabilities: IPv6 [true], sendfile [true], accept filters [false], random [true].
Apr 07, 2015 1:14:14 PM org.apache.catalina.core.AprLifecycleListener initializeSSL
INFO: OpenSSL successfully initialized (OpenSSL 1.0.1m 19 Mar 2015)
Apr 07, 2015 1:14:14 PM org.apache.coyote.AbstractProtocol init
INFO: Initializing ProtocolHandler ["http-apr-127.0.0.1"]