Hi - Have a help topic with the "thumbnails" image feature (clicking the thumbnail pops out the full-size image). As far as I remember (it was a long time ago), to do this you had to select Manage Thumbnails in output, and then tag the image with a "Zoom" style.
This has worked fine when published to a local share drive (internal to company). Alas, security means that modern browsers won't launch the local file link (although you can copy the link and paste to browser, and it will open).
I did a bit of a google, and this could be the culprit? But as I said I have no actual experience so just guessing. Best to talk to your Sharepoint admin, I think.