Where has the time machine been moved and what does the Time Traveler realize this must mean?
The time machine has been moved to the inside of the sphynx, through the brass doors. The time traveller determines this when he sees the tracks through the grass where his invention has been dragged. They lead to the brass doors, which do not have an external opening-mechanism.
This is the time traveller's first inkling that there is real danger in the peaceful-seeming land of the Eloi. They are the only life forms that he has yet seen, but they are patently too weak and without volition to have stolen away his machine.
Also, this event creates in him a real fear that he will be "stuck" in a time that is very unlike his own. Despite all of his earlier hope for the future, he has found humanity decimated in intelligence, reduced to little more than cattle. He dreads having to stay because of the despair he experiences upon learning of the fall of mankind's intelligence.
If you are referring to the point in the story when the time traveler is in the future and goes back to the base of the sphinx and discovers that the time machine is gone, it has been moved by the Morlocks. They dragged it in through the brass doors, which open only from the inside, and it now resides with the Morlocks.
The time traveler is concerned, because he realizes that without his machine, he would be stranded. He also is coming to understand that there is another life form in the future, other than the Eloi who must have moved his machine.