These files can either be stored locally in the file cache, or linked to an external Content Delivery Network (CDN). These files can also be minified and/or compressed.
Minified files are files that have been run through a script or program to remove any empty unnecessary spaces. This makes it harder to read and update, but the file size is much smaller. For this reason, usually a minified copy of the file is made with the suffix .min e.g.:
<link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/4.7.0/css/font-awesome.min.css" rel="stylesheet">
Compression is something that's performed by the server which serves the files to the end user. This also makes the files a lot smaller and faster to download which can speed up page load times.
To check if the website pages and files are compressed, you need to check for GZIP compression. This is something you can see in your browser's dev tools, under the 'Network' tab. If the content-encoding shows GZIP under 'Response Headers' then the files are gxip compressed:
Alternatively, you can copy the link to the file into a website such as https://checkgzipcompression.com which will test this for you and give you the result:
If your SEO guide/test shows files as uncompressed, but the above tests show the files have GZIP compression enabled, we'd advise speaking to the people responsible for the SEO test/audit to find out how they're testing.