This approach is radically different to the usual Xara construction.

In the past I have added images to my design file and been presented with number filename and reduced quality.
I have often therefore placed my images in a separate folder and used FileZilla to upload them.

This does not work for those who are unable to use and external FTP program.
This approach is pure Xara in its delivery but unfamiliar to many.

When you use Link to file, Xara creates a Support Folder with a similar name to the design file.
I have found you can create the Support Folder and place external assets in it and your design file kindly cross-loads them into the index_htm_files Folder withou loading through the design file.

This Slider demonstration as images, css and js files in its Support Folder.
The design file has a Placeholder 9common enough) that accesses the images and some HTML linking code in the website head and Body that pulls the relevant external files across.

External Slider.zip - unpack everything to the same folder.

Load the XAR file and Preview.

I have tested as far back as XWD(P)v15.0.

Acorn