When downloaded, Workouts does not contain any images. As you view exercises and workouts, the images will download as you need them.
If you are on WiFi, the app will attempt to start a download process to download all the images in the background. If you lose WiFi access, or quit the app during this process, it will continue when you relaunch with WiFi.
You can manually get all the images by tapping Download Images in the Sync screen. This function will also work if you are on a cellular network and will to download the images manually.