For RTF output, graphics files should end up in the same directory as the RTF files; otherwise, if you move the project you are very likely to break links.
If the graphics are BMP or WMF, DITA2Go can embed them directly in RTF. If other formats, DITA2Go writes a field that causes Word to embed them on loading the RTF. In the latter case, you must select the correct images to copy, and direct DITA2Go to copy them; see §44.7 Placing graphics files for distribution.
Once you resave an RTF file in Word as a .doc or .docx file, there is no further need for the graphics files; the path is used only during conversion. Word always embeds images, even if you specify referencing in the field code.