HTML files (imported with RvHtmlImporter or RvHtmlViewImporter) and RTF files can contain links to images located on web server. If you want to use them, it's required to download them inside OnImportPicture event of TCustomRichViewEdit component.
RichViewActions can do it for you using Indy (TIdHTTP) component.
Indy is included in new versions of Delphi, or it can be downloaded.
Indy can be used via TRVAIndyDownloadInterface component.