The "Create Event Wizard" guides you through the setting up of a new event file.  The "wizard" is shown when you use the menu item  File  / New Event File.

On this page, Condes asks you whether you would like the map file to be

- stored in the Condes file (imported),  or

- kept separate from the Condes file (linked)

Importing the map file is simpler if you want to share the event (e.g. send it via email). When the map file is imported into the Condes file, you only need to share the Condes file.

Linking the map file means that the map file remains separate from the event file, and this makes the event file smaller in size.  If you want to share the event with another user, you also need to share the map file.