First of all, upload your entire gallery folder to your web server via FTP. It does not matter where you upload it to as long as it is publicly accessible (usually in the 'public_html' folder) and you know where it is.
In this example, let's call your gallery folder 'my_gallery' and say you have uploaded it to the root of your web space (whose domain name is 'www.example.com').
You would then be able to access your gallery directly by opening the gallery's HTML index page (http://www.example.com/my_gallery/index.html) in a web browser.

To embed the gallery in a web page using an HTML snippet in iWeb, you would need to use the baseUrl method of embedding as described here.
You need to point the embedding code towards your gallery folder in two places.
In this example, you would use:

<!--START JUICEBOX EMBED-->
<script src="http://www.example.com/my_gallery/jbcore/juicebox.js"></script>
<script>
  new juicebox({
      containerId : 'juicebox-container',
      galleryWidth: "800",
      galleryHeight: "600",
      backgroundColor: "#222222",
      baseUrl : 'http://www.example.com/my_gallery/',
  });
  </script>
<div id="juicebox-container"></div>
<!--END JUICEBOX EMBED-->