Gallery Issue

I am trying to get the gallery to work. So, I set up a gallery with the appropriate images attached to the appropriate gallery.

But when I click on the images in the gallery, it gives me an error, telling me to check to see if the path is correct or that the image exists.

How do I fix this? Shouldn’t it pop out like a litebox once you click on it? It looks like this is what it is trying to do, at least.

Any advice? Thanks so much.