In Classic it's called Resource Manager. In 2019 New UI you simply link to the required files wherever they are.
I haven't had any experience of upgrading a project that uses Resource Manager.
I think in your scenario where you are going to be making the transition I would create a Classic project and use Resource Manager using examples of each file type you are going to be using. With that project working, then upgrade it to see how it has survived the journey.
The process for setting it up in 2019 is quite simple. You create individual links to each resource. It's described in RoboHelp Reimagined.