The problem here is one of cAsE sEnSiTiViTy. UNIX is fussy about the use of UPPER/lower case and will recognize Index.htm and index.htm as referring to two distinctly different files.
If the Index.htm file is renamed to index.htm using all lower case and is uploaded to the public_html directory it will automatically be displayed as the site's index page. As far as all other documents while you can use upper and lower case at your descretion you MUST make sure that you the file names referenced in your image tags and hyperlinks match the names of the files you have uploaded (including upper/lower case) at all times.
Just to simplify matters the best course of action is often to just use all lower case characters exclusively both in your HTML and when naming and uploading your files (and avoid long file names with spaces as well) however the key is consistency...if you name a file MyFile.htm you must make sure to call it MyFile.htm in your A HREF tag (likewise for image tags) as MyFile.htm, myfile.htm, myfile.HTM etc will all be considered to be separate files and a call to one will not retrieve another.
More information regarding index file naming conventions can be found here: https://support.hostrocket.com/knowledgebase.php?action=displayarticle&id=96
