Sorry, I think the exporting of the images is no longer needed (was changed in A19 I think). But yes, you should just need to copy them into the right location, or otherwise RAT should find them in the right location by default (If you were running the server locally).
The location however (and this is an issue on the RAT side), is probably looking for the images in the Server Path, that is located on the Server settings tab. This is the located of the servers .EXE file. Since you're running remote you don't normally need to even use this tab, but... if you set that location to a folder and then have itemicons folder inside that, they should be found. Very much an area of needed improvement in RAT.