I have added the img/ before each photograph and it still isnt working, I am not sure what is wrong.

This is the correct syntax so that the code will work:

<ul class="gallery-list">
   <li>
      <a href="../img/your-image.png"> This is my Image </a>
      <img src="../img/your-image.png" alt="This is alternative text. Nice for usability and accessibility"   />    
      <p>I am a paragraph. Just wanted to let you know that YOU HAVE TO close the tags when needed.</p>
  </li>

   OTHER LI ELEMENTS AS ABOVE

</ul>

Remember to always check your possibly closing tags. IMG tags don't have a closing tag, yet they use a CLOSING SLASH at the end. Other elements, like LI, P, UL (..), have their own closing tags. Check your code out also for PATHS. You might have done something like this:

<img src = "../img/image.png" />

In this case the path goes BACK by 1. This is something you might want to use when you call an image (or whatever) from your stylesheet but your stylesheet is nested somewhere where he cannot get a direct opportunity to take the path you are asking him. In these cases we use the double dots to go back by 1. Also, the countrary might have happened. You didn't put the DOUBLE DOTS where needed. Check your images path and then check out your declaration for the path!

Have the best day of learning, mate!