What 'docs' are you looking at? There are no images in the documentation here http://www.yui-ext.com/deploy/ext-1.0-alpha3/docs/ or in the downloaded docs. Are you looking at an example? If so, which one? If you haven't built the folder structure on your local drive to mirror the folders in the zip, you may have to change some things (e.g. Ext.BLANK_IMAGE_URL in examples.js) - this has been covered in other threads.
I'm looking at the example for the treepanel and nothing loads, i noticed one of the images it is trying to load has the following path: file:///deploy/ext-1.0-alpha3/resources/images/default/s.gif