You would need to open up your template file, depending which page you want it on. So if you want to use lightbox on a post page find the file at /wp-content/themes/your-template-name-here/single.php.
In that file install all of the required JS/CSS as you did in your index.html file. Then when you want to use the lightbox, throw the rel attribute on any links. You'll be able to use it on any post page.
If you want to use it on other pages then open up the other files in the same folder as single.php and insert the code again
I can't really figure it out with your instructions.
I did use dream weaver and in there i put the code of lightbox 2.I put some photo and thumbnails.To make sure that my work is working i press f12 and it works.Now, I save that code to the folder where other folder of lightbox is there as well.And save the file name with index.html.Now my problem is where to put that index.html.