The Test and Play options of Desktop release of the Twine 2.x application don't support Relative URL based media references, so you will need to do one of two things.
1. Simply use the Publish to File option to generate a story HTML file, and save that file in a location relative to where your media files are.
eg. If your folder & file structure looks something like the following...
... then save your published story HTML file within the c:\adventure folder.
2. Setup your project to use:
a. Absolute URLs when viewing your images within the Test and Play options.
b. Relative URLs when viewing your images within a published story HTML file.
This can be done using a implementation like the one described by HiEv in this answer, although you will need to modify it somewhat to handle CSS based background images.
warning: the information about the folder & file structure on your hard-drive will be embedded within any published story HTML file and available to anyone playing your story, unless you delete that information before you generate that story HTML file.