When receiving a shared job, there may or may not be connections from the original user that you do not have in your workspace. You either need to point the job to comparable data connections in your own workspace, or you need to replicate the data connection in order to run the job.
In the event of flat files, you can either point to the correct data source on a shared network location, or you can work from a duplicate/extract of the data the job requires.
In the event of a database connection missing, you will need to create a connection to the same server/database.
Finally, in the job itself, you may or may not need to replace the inputs for the workflow with your newly established connection. Common practice is to try and run the job after recreating/reconfiguring the jobs’ connections, then addressing the specific issues that pop up in that attempt.