I just re-downloaded this .zip to see what you're talking about, and no files whatsoever are missing from mine. This is not an updated .zip as far as I know because the upload date on mediafire says:
Uploaded: 10/27/2008
All the images, .dlls and the readme are included in this .zip. I don't know what you did, but hopefully when you re-download it your problems will be solved.