When I open his file, I don’t have the same registered database. The mail merge fields refer to a void database. This can be redirected via Edit>Exchange Database…
After you did so, the mail merge fields switch from
<Old_Database.Old_Name.ColumnName>
to
<New_Database.New_Name.ColumnName>
In that dialog you can change the database and the query name but not each individual column name. This is not a problem if you know how to work with queries and alias names. I use queries with alias names to allow quick changes from one letter source to a completely different one.
However, the name of the old (non-existent) database and its table/query remains sticky somewhere in the document. It appears in the “Exchange Database” dialog after reloading the modified document. But it does not harm because the entry has no accessible child elements.