If you want to embed a gallery into a WordPress post which contains custom thumbnails which are not simply small versions of the main images, then you could:
(1) Create a Juicebox gallery with Juicebox-Lite
(2) Swap the thumbnail images in the 'thumbs' folder with your own custom thumbnails (and edit the thumbURL entries in the 'config.xml' file if necessary)
(3) Upload your complete gallery folder (not just the contents) to your web server. It does not matter where on your web server you upload the gallery folder to as long as you know where it is.
(4) Embed the gallery in your WordPress post using the baseUrl embedding code found here, making sure that the two paths within the code (the path to the 'juicebox.js' file and the baseUrl itself) are correct. Also, when entering the embedding code into your WordPress post, make sure that the method of entry is 'Text' rather than 'Visual'.