As explained in SweetHome3DApplet javadoc, the URLs in the parameters texturesCatalogURLs and furnitureCatalogURLs can be absolute or relative to the code base of the applet (not its document base).
So I would first try an absolute URL, then once it works, I would check the codebase in applet's attributes (if you didn't cite this attribute it will be equal to the directory where you placed the document containing the applet).