Hi,
Paths to your images is your issue, as far as I can tell.
Your website is under
http://debojam.bugs3.com/personalgallerie/images/
Your HTML images sources are mentioned as src="thumbs/personall1.jpg"
If I navigate to
http://debojam.bugs3.com/personalgal...personall1.jpg I get a 404 Error, which means the path is incorrect, or the image is missing.
The way you wrote your code means that the 'thumbs' folder would be in the 'images' folder. If the thumbs folder is above the images folder in your structure, then you will need to use something like src="../../thumbs/personall1.jpg"
JavaScript (and jQuery) are client side languages, which means that they are interpreted by your browser, nothing related to the server. So there is nothing special to install on your server.
The links to the jQuery library and your other JS files looks correct to me.