You are correct with naming convention (jscript_menu_com.js) and you have them placed correctly (src='/zencart/includes/templates/brown/jscript/menu_com.js').

Have you adjusted this line in the jscript_exmplmenu_vars.js to reflect the path to the images?
Code:
var Arrws=['tri.gif',5,10,'tridown.gif',10,5,'trileft.gif',5,10];	// Arrow source, width and height
cause it appears its not finding the images on the zencart side