See tutorial video CP-05
www.jms2win.com/tutorial#jms12x-CP-05
As specifeid, to have a specific image and media folder, you need to replicate a DB because these setting are saved in DB.
Therefore if you don't define a slave site that consists in cloing a website, the parameters for the images and media folder are not available as explained in the tutorial video CP-05.
We suggest that you have a look in all video present in the tutorial.
They will help you understand the different concept of JMS and also how to use the JMS templates to define the replication rules.