Do assets (sounds, images) become part of the app build when finalized?

I built a load bar that’s visible when audio files are being pre-loaded. The question is:
Will the audio files which are currently URLs to the file, be used as actual assets in the final build when submitted to the app store, or will they always be fetched from the URL?

If they are always fetched from the URL is there a way to include those files natively in the app?

If the audio files point to a URL, they will be retrieved via this URL.
If you want to save them natively, you have to put them in:
Add Data Resource / On-Device Storage
But I do not know if it’s possible to store sound files.
But it seems to me that best to point to a URL: no place of storage.