The Pitch Demo Content for each theme is an xml file. This is a text file that describes the site data in a way that can be imported by WordPress. The demo content does not include image files however, once the import process has completed, the image files will have been loaded onto your site.
        The demo content import works best when you are importing the content into a fresh WordPress install. If you are importing it into an install that already had content then you may see some issues with importing the media and with featured images being assigned.