Which operating system are you using?
This error suggests that the html is launch from a location that is not the unzipped location of the game. (the html will look for a relative path for the images, so launching from any other place will cause loading errors).
Version 0.4.0 with Chapter 5 is now release, and a standalone application package exists. If you are using Windows or Mac, you can use these standalone packages with a built-in browser that runs the game, so that you don't have to rely on your own browser. Let me know if this fixes your issue.