When you "get" an image from a folder or on-line, you are only copying it into the Xara design. Any compression occurs for the images used and doesn't affect the originals.
Some people have deleted originals thinking they were safely store in the Xara design.

If worried copy, an original to a new place and create a test Xara design file where you drag it onto the MouseOff Layer, then compress it and check the copy hasn't been affected.
In other words, experiment until you can explain to yourself what you have done.

I have to caveat what I say as I don't know how or what you currently do.

Acorn