you dont need the page 'index.html' as thats just there so your site isnt blank when you create it, you can replace it with your own page which would be for your site
the page 'login.html' is just a 'short cut' login for your control panel, so that isnt really needed, as you can go straight to the control panel its self
the folder CP isnt really needed, as thats only there for pre-installed scripts (eg Guestbook, Chatroom and Hits Counter) you can move these to other places in your site or remove them if you dont need them
you said you didnt realise the images for the control panel, but the images are not connected to the control panel to manage your domains and email addresses, only to the folder CP which as i said is for pre-installed scripts
if you would like to get them back you can simply add a subdomain to your control panel and they'll be installed on that and you could then move them over to the required domain name