> www.example.com/images/
Can your browser see that url? If not, neither can HTT and you must allow it
to spider the site to get the filenames.
Otherwise start it on the images url.
 
> I am trying to just copy images files from the
> folder Images but I am doing something wrong because
> or I dont download anything, or I download the whole
> site :\n> 
> How can I only download from that folder?See above.

> I put in the website name: <http://www.example.com>
> And in the filters:
> +http://www.example.com/images/*.*
The default is to download everything from the starting site so your filter
adds nothing.

If you only want the images, spider the site and get just the html and the
images
-* +mime:text/html +*/images/*