But how do I link to the individual piece images? I don't want to show the whole set.
If you're using Windows, you should be able to right-click on an image and either load it in a new tab or copy its URL. Or you can use the Diagram Designer with the proper piece set to give you the information you need on the screen without having to click on anything. It will show you a table, which has the directory path to use at the top and the filename for each image on the side. You just have to concatenate the two to form the URL for the image.
If you're using Windows, you should be able to right-click on an image and either load it in a new tab or copy its URL. Or you can use the Diagram Designer with the proper piece set to give you the information you need on the screen without having to click on anything. It will show you a table, which has the directory path to use at the top and the filename for each image on the side. You just have to concatenate the two to form the URL for the image.
https://www.chessvariants.com/play/pbm/diagram-designer.php?group=Automatic&set=auto-alfaeriePNG&submit=Update
Note that this page also includes a Details section describing different ways to display pieces.