You are working with Java programs in a browser that works on a Windows platform. Most times. So the changing of pictures must be written within the program for your project with pictures to work also. Seperate folders. Usually on NetBeans. I think this was already brought up. But I forgot what I said already. So just reiterating what may have been said already.
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I don't know if this is going to make things clearer, but starting with JFrames and working on URLs, Java makes it possible for anyone to upload other files to a URL. So getting really familiar with Java programming and the web, is a great place to start and expand on Java programming. Then you can try out making a whole system. I got an download buttons that is an extension file. But it was Java program icon but fixated on my browser. Download other files that cannot be downloaded. Private members only. Like P-interest.