OK, sorry. Your post had been mistakenly moved to the Android forum.
For a standard Java
desktop app you would usually want to keep resource files in the application classpath and if you're creating an executable JAR, that means copying the source images unto a directory in the JAR that you are building.
The terms "directory" and "folder" are generally interchangeable in operating system terms. I suspect what you really mean is that you are using some sort of IDE
like NetBeans, IntelliJ or Eclipse, which can use a different icon to indicate folders that the IDE considers to be special, such as the source code folder.
We're going to have to have more information about what you are using to edit and build your project if that is the case.