As I know you have to upload all images to your media/import directory (create it if you do not have one yet) and after that run import.
Basically default import has quite strict requirements.
In case you need to import products from your supplier’s site (let’s say you have image names in your .csv file like http://yoursuppliersite.com/images/imagename123.jpg) or you need to upload them while import from your local PC and you have names specified like abc123.jpg, you may use Store Manager application:
It has the possibility to upload images from your PC or directly from your supplier’s site. There’s a special option to “import images” and Base path for specifying the exact place where your images are located. Simply enable Import images option and specify base path as http://yoursuppliersite.com/images/ or C:\Temp\images where images is your folder containing images.
In case you will not be able to handle images, let me know where exactly your images are located right now and I’ll try to assist you further.