I just bought a copy of FrontPage 2000, so I am going to experiment with it. It's not a program that I've personally used before, so forgive me if I'm a little slow...I think the problem is mostly likely the themes are being stored in another directory/folder, so aren't getting compiled into your E-Book.
In the other MS 2000 applications, there is a setting on the Save or Publish box which chooses where the graphics are stored (under a little button called Tools). See if you can find an option like this.
Take a look in the compiler on the Files tab. Do you see the graphics files listed there?
Now look in Windows Explorer and see if the graphics are in the right folder.
If the graphics are in the right folder in Windows Explorer but aren't showing up in the compiler, try clicking Edit/Scan Directory, and select the same directory, and they should appear. Re-Run your E-Book and they should appear.
If the graphics aren't in the right folder, it's a setting in FrontPage's (something like the option I mentioned at the start), that you need to hunt around for.
HTH