Comentário oficial
If you have music on a USB drive (we'll call this the "source drive") and you want to use a USB drive as the origin for the music when you play on the XDJs, you'll want to use a second USB drive (call it the "export drive").
rekordbox doesn't copy the music anywhere when you import it to the collection; it simply builds a database and creates some analysis files and artwork caches. The amount of space required there is minimal (and you could have that database stored on your source drive, which I recommend so you can take it from computer to computer -- but do keep a backup of it!)
The reason an export drive is needed is the players are not able to read the master database, they require an export database. And the reason I suggest you use a second drive is when rekordbox exports the music, even to the same drive the music came from, it will double the space used for each song you export as that song will live on the drive as the source, but also as an export.