It sounds like you have entered the embedding code as plain text rather than as HTML code. Make sure that the method of entry is correct (use Code View).

This is simply the name of the HTML page created by JuiceboxBuilder-Lite in order to display the gallery on a page of its own (for example, when previewing the gallery immediately after creation). If you plan to embed the gallery in an existing web page alongside other content, this HTML page is not actually required so it does not matter what you name the file.

I notice that you have the embedding code correctly inserted into your http://www.hotelmandarina.com/rooms_rates.html page.
However, the path to the 'juicebox.js' file within the embedding code is incorrect.
Copy the contents of your gallery folder to the root of your web space (alongside the 'rooms_rates.html' file) and your gallery should display fine.

It looks like you have entered the embedding code into your 'juicebox_gallery.html' page correctly. (It is being treated as HTML code rather than plain text so that's OK.) However, the path to the 'juicebox.js' file is incorrect.

Your gallery would display OK if you left your embedding code exactly as it is and just copied the contents of your gallery folder into the same directory as the page containing the embedding code (your root directory), following the embedding instructions here.

However, as you have already uploaded your complete gallery folder to your web server, you could leave the gallery files exactly where they are and use the baseUrl method of embedding (to point towards the gallery folder) as documented here.
Your embedding code would become:

<!--START JUICEBOX EMBED-->
<script src="/hotelmandarina_juicebox/jbcore/juicebox.js"></script>
<script>
new juicebox({
    baseUrl: "/hotelmandarina_juicebox/",
    containerId: "juicebox-container",
    galleryWidth: "100%",
    galleryHeight: "100%",
    backgroundColor: "rgba(255,204,102,1)"
});
</script>
<div id="juicebox-container"></div>
<!--END JUICEBOX EMBED-->

Either of these suggestions would work fine. I would recommend using the baseUrl method as it allows you to keep your gallery files inside the gallery folder which might help to keeps things organized on your web server.

That file would be useful only if you wanted to display the gallery on a page of its own. If you are embedding your gallery in another web page (and do not want to display the gallery on a page of its own), then you can safely delete your 'juicebox_index.html' file.

A couple of other notes which might help:
I notice that your 'juicebox_gallery.html' web page is missing several end tags (for example there are no </body> or </html> tags). You might like to check the code on your web page with the W3C Markup Validation Service and fix the errors reported. Once the code on your web page validates correctly, the page should be rendered with greater predictability and consistency across different browsers.
Also, if you choose to embed your gallery with a percentage height (such as 100%), be sure to give all of your gallery's parent containers heights via CSS as Juicebox will need to know what its height should be 100% of. If you find that a percentage height is giving you any trouble (it may not), then you could always just give your gallery a fixed height (such as 600px) instead.
Also, please see this note regarding Using Percentage Heights.