IEScripts are usually written in just one script file. Even if you have image files, you can embed the image into the script by inline image format. However, if the image is too big, you can put the images under IEPro installation directory, which is usually "Program Files\IE7Pro\userscripts\images\".
You can specify the image in the special format:
ie7pro://scriptpath/[image]
=>
Program Files\IEPro\userscripts\[image]
Note: The script with external images cannot be installed by the IEPro correctly, you should copy the images to the image installation directory.