Designer in Libero IDE cannot import files from outside your project without copying them to your local project folder. You may import source files from other locations, but they are always copied to your local folder. Designer in Libero IDE always audits the local file after you import; it does not audit the original file.
When Libero IDE asks you if you want to copy files "locally", it means 'copy the files to your local project folder'. If you do not wish to copy the files to your local project folder, you cannot import them. Your local project folder contains files related to your Libero IDE project.
Files copied to your local folders are copied directly into their relevant directory: netlists are copied to the synthesis folder; source files are copied to hdl folder and constraint files to constraint folder, etc. The files are also added to the Libero IDE project; they appear in the File Manager.