I have tried PNG/JPG/BMP I would prefer JPG or PNG because of the resolution but I have tried all on this page and I just get the same error "Cant open vertical.xxx"

I have 3 images that start up, a hud that for now is just a layout design, 3 models and a level and some other stuff that I would like to put into folders and just have the .c files in the root but nothing seems to be working.