To embed an interactive version of your Adobe XD design into an Avion user story, you need to generate a share link from Figma. You can do this by clicking Share — this can near the top of the screen.
Then click Create Link
Once the link is generated, click the link icon to copy it to your clipboard.
This link can be pasted into your user stories in Avion under the Attachments menu. Avion will recognise this as an Adobe XD link and give you an interactive embed. This will stay up-to-date as you change your designs, as long as the link remains visible to Avion.