The images in an InDesign document (unless they are embedded – not recommended) are viewed via a proxy to the place where the originals are stored. When you export the document to say a PNG or PDF the images are automatically placed into the final document format.
Why do you ask?
When you export on the Mac a file you can click to open it automatically (also on Win). But on the Mac you can hold down the command key and click on the (saved) document name, which will you show the place where it has been saved.
Sometimes I need to export preview files for clients to see on there mobile device. Now I need to save it in a folder. And then browse to that folder. It would be a nice option to have a check box with 'open destination folder after saving' to avoid browsing through numerous folders. It's more a workflow question.