It depends, too, on how you've imported them.
I do know SOME people (not many, thankfully) try to add the custom resources TO the RTP, so they're a "part of" the RTP and available for ALL games they make. This means they don't import the individual resources into the project.
In this case, if they exclude the RTP when they compress, the custom resources will not be available to players, because they will download the RTP from the main site, which does not include the extra content.
If you use the Import facility for the extra resources (or paste them into the appropriate folder of the project), then whether you include the RTP or not when you compress, these will still be included, because they are not part of the RTP. So the player might still have to download the RTP, but the extra resources will be there in the project.