when I give you the url everyone is capable to look in it, or am I wrong?
That is correct, although I will not be able to check the structure of your gallery and the paths within your gallery's XML file if I am unable to see the gallery. (If you post the URL to your gallery, I will delete it from your post once I have a note of it.)
must the images be placed in a particular folder?
The images for your gallery certainly need to be in a particular place. However, the correct location of the images will depend on where the Drupal module expects them to be. If I were to see your gallery, I could tell you where the code is looking for the images.
If you want to check this yourself, view the source of your gallery's web page in your browser, search for the 'configUrl' string, copy the value of the 'configUrl' and paste it into your browsers address bar to open the XML file in a new tab. Now check the 'imageURL' entries to see where Juicebox expects your images to be. If the 'imageUrl' paths are relative, they will be relative to the HTML document which contains the gallery's embedding code.
I would certainly recommend posting your query in the Drupal forum. It is likely that the author of the module has seen this problem before, may know what is causing it and should hopefully be able to suggest a solution for you. Your query certainly seems to be more related to Drupal and the use of the Juicebox module for Drupal than with Juicebox itself. (The structure of a Juicebox gallery created with the Juicebox module for Drupal will be determined by the module's code.)