To avoid any trouble, you should install the menu as described in the documentation, that is, copy the full src/ subdirectory somewhere in your server and define the _dynarch_menu_url variable with the absolute path (starting with a slash) to where you copied it.

So yes, such problem can appear because you didn't defined the variable. DynarchMenu uses the value of this variable to determine where the menu was installed, in order to load some images. If these images can't be found, you are seing the empty rectangle that the browser draws in place of the missing image.