There is nothing special about the page called "index.html". It is just another web page.
Such a file is NOT necessary if all you want to do is link to the pictures.
Try this test: type in the full URL of one of the jpgs you have stored in your web space into your browser. Do you get the image, or do you get "you don't have permission" or some such error? You may have to set the permissions on the directory, AND the pictures themselves, to allow people to see them.
I get a "The Page Cannot Be Displayed" error message on my browser when I type in the following URL:
http://www.users3.ev1.net/~priruss/mowkitty.jpg
That is the full URL that is supposed to take me to my web space, and that JPG is one of the two I have already transferred there.