When saving a new 3dm file, the Save textures checkbox is available in the Save dialog box.
When Rhino opens a 3dm file that refers to an image in a material, environment, or decal, it searches for these images in these locations:
When Rhino opens a 3dm, and the embedded images cannot be found on the disk. The embedded images will be extracted into the *_embedded_files folder in the same location as the 3dm file.