How do i load an external file?

how do i load an external file?
Hello everyone.
I’m trying to build my own online portfolio. A friend told me that the best way to keep the size at a minimum is to have everything(files) like jpg, sounds etc in a separate external directory folder rather than in the library and supposedly load the files using codes. I’m not too familiar with this method and I would like to know if there is a tutorial on this or anyone who could help a brother out

Cheers