The Creative Exchange process is designed to facilitate several different teams working on a website. For example, the team that is working on the theme of the site can work in parallel with other teams.
With Creative Exchange, you can export your site and produce a ZIP file with all the wireframes and all content. The creative agency or the in-house front-end developer can work with the static HTML offline. When the designs are ready, this ZIP file is sent back to be imported again, and the process can continue.
In SXA, any assets, such as images, fonts, and files that are normally referenced within the stylesheet, are considered to be part of the theme and they are imported with your CSS changes.