creating an unlisted admin Page
Using Jamroom
yes.
The thing the editor does not do well is allow for portability. it puts in http://your-site.com/module_url/...../..../... but does not allow for things like the module url being changed by the admin or the url changing.
You'll see in the skin templates things like {$jamroom_url} which is much better than typing in the url itself, because if it changes there's nothing to do.
But it will work.
No sub folders are necessary if you're using the {jrCore_image} function, or you can put them in subfolders if you like and link to them like
<img src="{$jamroom_url}/skins/YOUR-SKIN/img/some/sub/folder/image.png">