Sprite files are kept in your project folder. The default run-location from the Visual Studio IDE is the project folder of the project which you're executing. That is, normally it executes from the directory where your .vcproj or .vcprojx file is kept (and that is often one folder below your solution directory folder, where your .sln file is kept).
If your project runs correctly from the IDE, but fails to run directly from the debug folder, it is highly likely you are relying on project data files that are kept along side your source files in the project folder. When run from the Debug folder, those files are no longer visible because Debug folder is your working directory; not the project folder.
There are a number of ways to solve this problem, each with its own merits. A few options are:
Post Build Step
Make a post-build step for your project that copies your data files to the $(TargetDir) location with your project. These files will then be visible in the same directory as your executable.
Benefit: Its easy.
Drawback: It will always run if you click "build solution" even if the data files are "up-to-date."
Custom Build Targets
Add your data files to the project and write a Custom Build script that performs the same copy, but also establishes an output dependency file(s).
Benefit: Almost as easy as #1, but a little more tedious.
Drawback: You may have a lot of data files and each will require its own custom build step. (Note: you can multi-select all the data files in your project, and if you're creative with the built-in macros you can have them all use the "same" build rules and commands).
Embedded Resources
Add the data files as custom resources to your executable.
Benefit: Your project no longer requires data files side-by-side with the executable since they are embedded in the resource table of your EXE module.
Drawback: Custom code is required to dynamically load the custom resources from your executable's resource table rather than off-disk. It isn't difficult at all to do, but is additional work.
There are other options as well, but I hope this gives you some ideas to start with.