If what you mean is a browser game, you can just create a so called GFX-Pack (a package with all the graphics) and ask the users to unpack it and enter the path in the game. However, this will not work for the Opera-Browser. Firefox and IE should be fine, don't know about Google Chrome or Safari. You can try though.
If you're planing to create a client (e.g. if it's not a browser game you are writing), which has the various graphics available, then yes, it would basically be a sort of browser. In that case, you should search for browser programming tips and maybe examples. Firefox is open source and could be used as a base, Chromium (the webengine that Google Chrome uses) is another one you could start with.
Then there are projects like
Lobo which are complete browsers written in Java. The big advantages here would be the portability (it runs on every major OS) and (relatively) easy extendibility. Mind you, I haven't had a proper look at Lobo, there might well be better choices. Maybe a different language is better for your purposes too. Most browsers are (as far as I know) developed in C++ nowadays. Basically, it's your decision. If you know a programming language well, chances are that you can use that one.
Greetings,
Nepomuk