Do images (and/or other assets) unload automatically?

I've been using a ton of images in my scripts lately, and it made me wonder if it was possible that a massive amount of downloaded assets would lag and clog memory.

I have several questions about assets. When are they downloaded? I would assume the moment an ImageLabel instance (or similar) sets the image property. If so, when is the downloaded image removed from memory? When the instance calls destroy(), when the instance changes its image property, or would I have to unload it manually?

On the topic of unloading images, how do I load images early? As in, how would I make the client download the important images during the loading screen, so that when I create an ImageLabel instance the image is shown instantly, without the small download delay?