The files can go into the public_html folder.
You link would then be
www.yourwebsite.com/whatthenameofthefileis.whatevertheextensionis.
Or you could create a folder in the public_html folder named (for example) webgallery.
The link would then be
www.yourwebsite.com/webgallery/whatthenameofthefileis.whatevertheextensionis.