iGrafx recommends using your iGrafx Client applications with the iGrafx Platform so that all models stored in the Platform are automatically visible in Web-ready format, and a publishing step is not necessary.
iGrafx, however, allows you to publish from the iGrafx Client to a web-ready format. One of the web publishing options is labeled "Publish Linked iGrafx Documents" iGrafx only makes a local copy of the linked files (documents) in the publishing directory if they are originally located in either the same folder as, or a sub-folder of, the parent iGrafx (.igx) file.
If the linked files reside elsewhere (e.g., on a network drive), iGrafx publishes a link to the file; presuming that you want to leave the files you've linked to in a central location where everyone can access the file.
If you are not able to accommodate this restriction on how linked files are published, you may want to consider the following alternate method, if the majority of your linked files are all in the same place: Temporarily save a copy of your iGrafx (.igx) file to a parent folder of where your linked files are stored and publish from that copied .igx file. This will make the linked files in the same folder (or some sub-folder) of where the iGrafx file is located, and the "Publish Linked iGrafx Documents" option will make local, published copies of the linked files.
Please note that if you link to an item in a repository, the data will always still reside in the repository after publishing.