Welcome. I hope you enjoy your learning of the tool.
Always paste a snippet of your code in the post message form, highlight it and press the code button. You will get better answers to your questions more quickly.
However, I will take a wild guess that you have written something like this:
Load Image "image.png", 1
In this case, providing you have saved the project; the image should go in the same folder as the project; which is where your executable (.exe) file is created by default.
If the image is in a sub-folder; then the following would be required:
Load Image "subfolder\image.png", 1
What is happening is your program is being told to load an image in the current folder, which can be checked with the command
Get Dir$(). If you use an absolute path as the following, the program will load the image directly.
Load Image "c:\folder\image.png", 1; but this would not be good for a game release; it may get installed elsewhere.