> Inside of the folder VBGCD3 is no "external.gif"
> file?!
> There is only a "external.html"? Is the file

Httrack should have created the external.gif just like it does with the
external.html.  Perhaps updating the mirror would help.  All it is is a
colored question mark.

For the images you can check options -> Links -> Get non-HTML files related to
a link.