If you use a relative filename, the filename will be interpreted relative to the current directory of the process. For a shortcut, this can be set from the shortcut’s properties dialog (the “Start in” property). Or it can be set by the program itself using the chdir function. If you’re running the program from an IDE, there’s probably an option to set the current directory.
On Windows, programs typically find any associated data files by obtaining the installation directory from a registry key which is set by the installer. For a learning exercise, you may as well just include the directory in the source code, e.g.
if (!ImageLoad("C:/Users/piravlouaz/Desktop/NeHe.bmp", image1)) {