You need to have the full path to the image in the field that you have as a dimension on the grid.
For example, if you load this inline table and have Image as the dimension on the grid you will see a couple of images:
You should be able to use local files as well, I would suggest a share with a full UNC path, so that it remains consistent. You can also upload images to the Sense content libraries - where they will have a full URL.
Hope that helps,