You may be able to ignore all of this, or only read part depending on what
print pygame.image.get_extended()
take the output for what it's worth, may help you depending on what you get, and one of the following problems.
Try adding the entire path to the directory/folder with the files. If that works either Python is not on Path or you just needed to find that directory/guide Python to it.
Try saving, reading and/or writing to a file. If when saving it automatically assumes the same drive, then your probably good, and need to just guide python to the folder/directory it is located. Their usually isn't a problem if you are saving the .py file in the same exact directory/file as the images.
Do a test, google reading and writing to files, and try to create a simple .txt file.
Also you can use the file save/open/new dialog in Tkinter. See where it assumes to save or Open files to/from.
If Python isn't part of your PATH then there are tons of tutorials and several ways to add it. Some include using the built in native OS GUI's, command prompt/Bash and there are even tools to make it easier, just google how to add python to PATH. You can do a clean uninstall, meaning removing and deleting everything, and then installing it again.
Having two different drives can make things weird. You should see what drive Python is using based on the tests above. Make sure you are saving the current file to the same directory as well as images.
Having multiple versions of Python installed can make things weird. Even if you uninstall Python, sometimes not everything uninstalls in windows, and specifically the versions on Windows market place can mess things up. I would honestly just uninstall, delete and re-install to path if that's the case.
Sometimes using a 3rd party IDLE can actually make things a lot easier. I think the easiest with the PATH type issues is Pycharm. If I am not mistaken it makes you create virtual environments, witch is another way of fixing things (google venv). If all fails then something weird is going on, and you can always remove and uninstall and delete all traces of Python, install it again making sure no traces are left, and it is added to path on install.
The answer about putting the files in the Python library folder is completely wrong. Don't do that, that's pretty much the same as saving it to root. Also how are you going to release anything if it needs you entire Python Library folder, I would have deleted that comment by now if I were that guy, due to sheer embarrassment.
I have had this problem and it was from downloading a version 3.x from the Windows Market place. Somehow it managed to save the Python .exe in the windows folder directly, and other weird things. This made it so frustrating, and hard to fix as it installed it so weird, and I couldn't remember what version I got from the installer and what version from the Marketplace. I would just avoid the Marketplace, I have gotten some janky Windows Sub System, 'Linux' distros also.