The PhotoshopToSpine script writes a JSON file that contains a path to the images it wrote. When you load the JSON into Spine, that is the path used for the Images
node in the tree.
Images are found in Spine as described in the links Erika provided. If you load a JSON file and Spine can't find the images, the images path does not point to a folder with the images. If loading a JSON file from someone else does find the images, it means the images path points to a folder with the images.
The PhotoshopToSpine script does not create an HTML file.