What's wrong with having your images in the project? Construct 2 does some very sophisticated work with image compression on export, such as automatic spritesheeting, color counting and PNG recompression. If you have external images you miss out on getting all that for free, so it seems it'd be better just to include them in your project.
lemo - you might want to take a look at the plugin SDK for that type of thing, it seems a little niche to include in the core engine.