When you import people and/or sources into Clooz using the Data Transfer Manager, you are simply importing the individual people (which Clooz then remembers who they are in the other program), or in the source case, the individual source. No events are imported, since Clooz is entirely document-based. It is the events (or characteristics) in your family tree program that link a person to a source. Thus, there is no real way to reproduce that link in Clooz.
However, when you export a document from Clooz back to the family tree program, Clooz will exact information from the document and produce a list of events. These will be automatically linked to the source of the document in order to have the event in the family tree program proper cite the source.
Think of it this way… You can create a birth event based on information in a birth certificate, however, you cannot create a birth certificate based on a birth event. Clooz is dealing with the documents, which becomes evidence of events occurring. It is not a substitute for your family tree program.