Did you reload your skin after adding the files? Use the shortcut combination "ctrl+alt+shift+s" and see if that makes a difference. Also make sure the file is named "
followpoint.png". Or if you are trying to animate it, "
followpoint-#.png" (where '#' is a number).
If it's still not working, make sure you also have "File name extensions" enabled in your File Explorer. If you don't, it's easy to accidentally name the file "followpoint.png.png" instead of just "followpoint.png"
For reference:
https://osu.ppy.sh/help/wiki/Skinning/osu!