If you want to include a database with initial data in your apk, you have to insert the database file into the projects assets folder, then programmatically check if the database, and if it does not exists copy the one from the assets.
You will need a function to check if the database exists, fox example:
Hoever the practice is to store them normally and save the access route (Uri), sometimes it can be handy to store files/images completely in database.
In sqlite database there are only a few data types, so its easy to choose: files can be stored in a text as a ByteArray.
Lets see a sample code, where we download an image from the Internet then store it in the local database: