Are these images in your current Kentico instance database? If so you can easily change how and where your files are stored. Go into Site Manager>Settings>System>Files and check the Store files in file system. You won't see any images in the file system until you actually access the images for the first time. So this would mean you'd have to go to each product and load the page with the image on it.

From there you could then create your media library and copy all those images over to a folder within you media library.