All you need to do is create a subfolder off your root folder. In effect, it would be yourdomain.com/images/, or something like that. Connect to your domain with an FTP client and then create a folder in your main domain folder (just like you would in Windows). Place your images in the new folder.
That being said, creating a separate subdomain for such things is an excellent idea. It would enable you to carefully monitor your image traffic independently of your main website, among other things. Something like images.yourdomain.com would be appropriate.
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