I would recommend following the baseUrl method of embedding as documented here.
Essentially, you would upload the complete gallery folder (not just the contents) to your web server and enter the baseUrl embedding code into your web page wherever you would like the gallery to appear. It does not matter where on your web server you upload your gallery folder to as long as the two paths within the embedding code (the path to the 'juicebox.js' file and the baseUrl itself, pointing towards the gallery folder) are correct.

Keeping the gallery files within the gallery folder should help keep things organized on your web server and also makes life easier if you want to update the gallery in the future (as you would just have to replace the complete gallery folder on your web server).

Please ensure that you enter the baseUrl embedding code into your web page as HTML code rather than just plain text.
Chapter 7 in this web page may help with this.