The Image folder on the C drive that is located in the AW2000 folder cannot be opened by clicking on it. If your images are displayed on Auction lots and Inventory Items in the AW2000 when you run AW2000, then your images are there.
Just don't delete images on any Auction lot or Inventory Item. I am presuming you are wanting to delete images you have saved to My Pictures or somewhere else on your C drive prior to adding the image(s) to AW2000?
Where do you put your images before you add them to AW2000?