When you want them in the latex output then you need to have files without the .svg extension and change the following Doxyfile settings:

LATEX_CMD_NAME         = pdflatex -shell-escape

EXTRA_PACKAGES         = {svg}

To then generate the pdf you need to have Inkscape installed and in your PATH environment variable as well (for more see: https://tex.stackexchange.com/questions/122871/include-svg-images-with-the-svg-package)

This assumes you have the correct image directory set up (https://doxygen.nl/manual/config.html#cfg_image_path).