I will try to explain further.
For example I have a theme installed on my localhost. In the theme menu I add a page, called Contact. I add the page through the list of available pages (not via the links), so it is no way hardcoded.
Then I export my theme data and give it to you and you import the data to your WordPress installed on your website. Then what link you will get for the contact page in the menu on your website?
If I understand correctly, you will get http://mysite.com/contact instead of yoursite.com/contact.