It is not necessary to upload your Juicebox gallery files to the root directory of your web space.
You can use the baseUrl method of embedding as documented here.
Essentially, you would create a Juicebox-Pro gallery using JuiceboxBuilder-Pro, upload your entire Juicebox gallery folder (not just the contents) to your web server and then paste the baseUrl embedding code into your web page.
It does not matter where on your web server you upload your gallery folder to as long as the two paths in the embedding code (the path to the 'juicebox.js' file and the baseUrl itself) are correct.
If Yola do not allow FTP access to the web space that they provide and you are, therefore, unable to upload your complete gallery folder to your Yola site, then you can still embed a Juicebox gallery in your Yola page by following the Embedding in a Web Template Site instructions.