Generally, there are no hard and fast rules for this; it's a matter of personal preference. You could quite easily put everything in the same folder. Personally, I prefer to separate images into a folder called, er, images and lump everything else together outside it.
This works fine for simple sites, although it pays to apply a deeper structure to more complex ones (and keep it consistent so you'll always know where everything is).
The only thing you
need to ensure is that the index page (index.html/htm/php or whatever, is at the root of the directory. Good luck