If you are trying to create a gallery locally with JuiceboxBuilder-Pro, then you will need to have the images on a local drive. JuiceboxBuilder-Pro cannot create a gallery from images on a web server (except when using Flickr as a source of images).
You could, however, create a gallery manually (following the instructions here) and use absolute URLs for the imageURL and thumbURL entries pointing to the images on your server.
If you wanted to create a gallery populated by images in a designated folder on your server, then you could implement the suggestion in this forum post. However, this would work only when the gallery is uploaded to your server. You would not be able to run the gallery locally (from your own computer) as it relies on PHP (a server-side scripting language) to dynamically build the gallery's XML file.