All the water in the system remains in the system. If there is a small leak somewhere in the system, there is a compensation mechanism built in. The main water supply from the house is fed into the circulation system through a pressure regulator so that any lost water is replaced instantly. If there is a significant leak in the system then you will hear water being replaced - it will sound like someone has a faucet open somewhere in the house. One fact of physics is that anything that is heated expands.
Water is no exception.
Since the water is contained entirely within the circulation system there is a problem. When the water is heated it expands. If there were no place for the expanding water to go it would build up pressure in the system and eventually blow out a pipe fitting. The designers of these systems realized this and designed an expansion device into the system. It is normally a large tank installed in the system which contains air.