Yes, you're correct: all heimdall releases ship with the default net embedded into the executable at compile time (this is evidenced by the fact that the files are now 9-10MB in size, that's at least 6 more megs than necessary because of the network weights!). You can of course change the net used with the EvalFile option and it'll work, so long as the network you're trying to use matches the architecture Heimdall expects (the README has more info on the specifics of the network arch and other things like that)