I'm not sure if you are using WP-Juicebox (the Juicebox plugin for WordPress) or trying to embed your gallery manually.

If you are using WP-Juicebox and find that the pop-up window does not display the gallery settings when you click the 'Add Juicebox Gallery' button, then please see this forum thread for suggestions.

If you are trying to embed your gallery manually, then I would recommend using the baseUrl method documented here.
Essentially, once you have created your gallery with Lightroom, you would upload the complete gallery folder (not just the contents) to your web server and paste the baseUrl embedding code into the body of your WordPress page or post (ensuring that the method of entry is 'Text' rather than 'Visual'). 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, pointing towards the gallery folder) are correct.

For example, if your gallery folder is named 'my_gallery_folder' and you upload it to the root directory of your web space, then you could use the following embedding code. The leading slashes in the paths denote your root directory so this code will work in any web page throughout your site without modification (although you can change the gallery dimensions and background color if you like).

<!--START JUICEBOX EMBED-->
<script src="/my_gallery_folder/jbcore/juicebox.js"></script>
<script>
    new juicebox({
        baseUrl: "/my_gallery_folder/",
        containerId: "juicebox-container",
        galleryWidth: "100%",
        galleryHeight: "600",
        backgroundColor: "#222222"
    });
</script>
<div id="juicebox-container"></div>
<!--END JUICEBOX EMBED-->

If you have trouble with WordPress adding <br> and <p> tags throughout the code, install the Raw HTML plugin and wrap the code in [raw] ... [/raw] tags.

I hope these notes help.
However, if you continue to experience difficulties, please post back with a link to your gallery's web page so that I can see the problem for myself and hopefully help further.