Hi Sara,
When exporting a Viewpoint or Clash HTML report, the jpg images are placed in the same folder as the HTML file. In the HTML file, the images are linked by only their filename. These are relative paths to the file, and if you were to move the HTML file to another folder without the image files, the images would be missing when viewing the HTML file. So long as you keep the images and HTML files together when you move them, the HTML file will link to the images.
When you resave the HTML report to an MHT file in Internet Explorer, the relative paths to the images are changed to absolute paths in the MHT file. The paths point to exact location on your local machine. Importantly, since the paths are absolute paths to the images on your computer, these links will break one you move the MHT file to another machine, namely your server since the directory structure will be completely different.
Rather than resaving to an MHT file, I suggest uploading the images and the HTML file to your server, placing them in the same folder.