Images Folder Missing

Images Folder Missing

I'm trying to setup a new JQM project and have downloaded the latest stable CSS and js files for JQuery Mobile 1.4.3 and jquery 1.11.1. When I load my page, I get an error message on the console that it's unable to load the ajax-loader.gif file. It's looking for the images folder, but there's none to download.

I've come across this before, so I know I need to download the full jQuery Mobile package and copy over the images folder, but why does the download page make no reference to this?  It tells me I can download the CSS file (all ready for production) or I can use the CDN files, but nothing about needing this images folder.

Why is that?

My page isn't working even after I copy over the images folder. My header buttons are rectangular (rather than with rounded corners as expected) and my back button doesn't appear on any pages even though I've added data-add-back-btn="true" to every page div.

I've compared my app to another I created using an older version of jQM and there's no differences except for the versions of the jQM files.