They have to be exported with specific settings otherwise they don't always work in Visionaire Studio. I don't recommend using jpeg at all. PNG is fine, but webp is better if you want to optimize your game better so that people on lower spec machines can play your game too, as webp file sizes are usually a lot smaller than png (without much to any noticeable difference from the original png file) & as a bonus because of the smaller file sizes all images / animations require less time to load & take up much less hard drive space.
Anyway... these are the recommended settings in photoshop for your png files...
Color Mode: RGB Color > 8 bit
Background Contents: Transparent