Everything is in a zip folder, yes, but I didn't rename the .html file. Since it's set to be downloaded rather than played online, I wouldn't think the name of the .html file would matter, though? Whenever I update it to add in a glossary and any corrections I can make, I'll be sure to rename the .html file then, just in case that was the problem.
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Try unzipping the folder and then playing it. The images should work that way. It didn't occur to me until a few minutes ago that it was even possible to launch the game from inside the zip folder, but then I went and tried it, and sure enough the images didn't work that way. I'm a relic of an older time when the contents of zip folders were impossible to access without unzipping first; using files that are still zipped is completely outside my mental box, you know?