If you don't want jAlbum to process the videos (which reduces their size, but retains their quality), you can go to Settings > Videos > Resolution and choose Do not re-encode. Delete the current output album before making the album again.

The videos have to be copied to the project's output directory so that they get uploaded to your server. The album can't be pointing to videos that reside on your C: drive - no one can see those but you.

The Turtle skin is a relic, and shouldn't be used for any current projects. Choose one of the current bundled skins - Tiger is the successor to Turtle - or choose another skin, like one of mine:

https://jefftucker.jalbum.net/skins/

Venus is a special-purpose skin, designed to handle just one specific type of project, to wit, one with all of its objects in a single layer of folders. It then displays all of the folders on a single index page, rather than having each folder shown on its own page, which is the standard jAlbum structure.

Stick to a general-purpose skin like Neptune, which has the same basic thumbnail and slide layout of Venus, but with a more "normal" handling of the structure of an album project.