No, of course not. Do you play the game from your disk?
If yes, besides the file
CourseOfTemptation.html
there should also be a directory called
res
with all the image assets inside.
If not, something went wrong during unzipping.
Hmm. That's strange. I tested the game with three different browsers (Edge, Firefox and Chrome) and everything works fine.
What does it say if you right-click on the missing picture and choose "Open Image in New Tab" (Firefox) or something similar? In the new tab you should see in the address field where the browser is trying to open the picture from.