You asked: "Someone told me that the media files will go with the GEDCOM in FTM2014... is this correct?"
When you say "go with the GEDCOM" this can and will never happen. GEDCOM does not include any files, GEDCOM is just a series of "tags" or codes that tell the reading program what information about the person (Birth, Death, Children etc..) you wish to transfer. Included in the GEDCOM is a "tag" that tells the reading program where to look for the media files, this "tag" may be something like c:\\fmt\media\filename.jpg but it may not. it depends on how the GEDCOM creating program decides to built the path, then the receiving program must also be able to get at the file path, so if the GEDCOM is used to transfer data to another computer then the path is not available.
If FTM 2009 does not create the correct tag and your receiving program does not understand that tag you will also have issues.
The GEDCOM standard v5.5.1 says the tag should be FILE ..path.. but the v5.5 issue does not have a guideline. some programs write _FILE ..path.. others don't provide a full path just a "relative" path.
As you can see the "Someone told me that the media files will go with the GEDCOM in FTM2014... is this correct?" can be very misleading.