The Google AdWords Help thread has an advertising asking why the Ads Diagnostic tool within the AdWords console is giving off this message:
To test this keyword, your campaign must be opted in to the search network.
AdWordsPro Sarah, from the Google AdWords team had an interesting response. Let me quote the whole response:
I think you are getting this messaging because some of our Tools only work for keywords that are targeted to the Search Network. From what you are describing, it sounds like you moused over the Ads Diagnostic Tool (one of our Tools that only can pull signals for ads on Search) and so you got a message basically saying, the Ads Diagnostic Tool won't work for your keywords. This is not to say that your ads are not working, it just means the tool can not tell you if your ads are working.
To determine if your ads are running, all you need to do is check your 'Content Network total' row on your ad group page. If you are accruing impressions- good news, your ad is up and running. If not, you can post again here with a few more details on the type of ad you are running and the targeting you are using and people here may be able to help you sort things out.
I still don't understand why you would need to turn on the content network to see this data on the keyword level. Maybe I am misunderstanding the issue here. Maybe this advertiser is trying to look for the content network stats on a keyword and doesn't know it?
Forum discussion at Google AdWords Help.