parthenocarpy

Edit : Ragno beat me to it, but oh well, don't want to erase my post!
 
GRFs are "special" and they abstract the Korean versus Ansi problems you're having; that's why when you put everything in a GRF you don't get issues.
 
If you're working with the data folder, you must use the Ansi encoding (the gibberish text you see), otherwise the client won't see the files. For some reason, that github repository is using Korean characters but it's an error, it should be set to Ansi so that the client can read it.
 
The error the client shows you is accurate and it is what the file name should be named to.

Since you are sending your .bmp image files named in ANSI character format (showing the korean characters), I can guess you have your files named in that way when it needs to be named in unicode character format to read from data folder (it needs to be in ANSI format to be inside the grf files).
 
The files need to be named in this way to be used by the client when it is in data folder:
 
»ç±âÀǸðÀÚ.bmp
»ç±âÀÇ¿Õ°ü.bmp
 
You can use Tokeiburu's GRF Editor to convert it in a very easy way. You can also use others applications like Unbollox to make those convertions, but it is easier with GRF Editor.