How does construct load/open exported game ?

Does construct 3 load the exported game and I care more about the assets size, will it load them according to their original sized like when we save the game as project, or t loads them according to their sized in the exported size (sprite sheets sized)? since it take time to load the game for the first time without caching the game which sized of assets it load for the first time?

The exported image files (spritesheets) are first loaded onto disk, which means downloading them if it's a web-based game. Then they are loaded into memory (RAM) as needed (when they're actually used in the game).

To reduce downloaded file size, you can compress the outputted spritesheets. Construct can do this on export, but I've found much better results with third-party solutions like tinypng. And be sure you're using "de-duplicate" images on export.