Hi Samantha.
For sake of clarity, Resolve opens, exports and imports Resolve projects. You do this from Resolves Project Manager.
If you export a FCP XML you can use that to import the timeline in Resolves Conform page.
When you save a Resolve project you are saving the metadata to recreate that project, not media which you need to handle yourself.
If you can clarify your problem and provide more details we can assist further.
Its a good idea to read the manual too as there is a lot of examples there for round trip XML operation.
Peter