So when it throws up that error, just follow the locations from it. For example: Your img/characters/________.png
Just go to the game file > www > img > characters
You then just to need to find the file. They are in alphabetical order. Many times there will be a ! or $ in front. These files are usually placed first because they start with a non-alphabet symbol. They then proceed alphabetically.
Note: Some of the missing/failed to load images are NOT under characters, they are under faces. Make sure to look at the error message to identify which it is. That may be where you are getting lost as well.