Anything bad about not loading MCs in?

1

If i were to make something like for a CD or something, would there be a negative side to not loading in the content. IE, if i were to have all of my school papers in a section, would it slow it down or anything, or should I have them be loaded in when you click. I know that people load them in for bandwith issues, but would there be a problem with people’s RAM or CPU power? Also, I will have all of my flash works and drawings. Basically what I’m asking is if there is a slowdown the more stuff you have loaded (not necesarily moving) at the same time