Hello
when you give the file and you want to have the xref together it's a better ideea to make e-Transmit  from autocad.
e-Transmit it's a function that is collecting everything you have outside of the master drawing (pictures xref's included ) and it's making a zip file with everything inside.
Now.... if you give this zip fiel to another one to work it's everything inside.
The second option is to put the xref's in a server
and evertybody is making the same and in this way everytime the dwg file is searching the xrefs in a place from server....
Fell free to choose the way ....... good luck