Gallery2 (http://gallery.menalto.com) is a completely separate program from Zencart.
You need to get a copy of the gallery2 software:-
Code:
http://codex.gallery2.org/Gallery2:Download
... and choose the FULL, ZIP file to download. It's quite a large file - 21mb - so it will take a while.
Unzip this software on your local machine - or if you have the capacity on your host server C-Panel to FTP upload and unzip on the server, do it there.
If you unzip on the local drive, FTP all the gallery2 folders/files to the required location on the server. The unzipped software occupies a LOT of bytes! ... So you should FTP chunks at a time.
Gallery2 needs its own database. You CAN use the same database as you do for zencart, but you will then need prefixes. (If I recall correctly, gallery installation requires prefixes anyway).
Anyway... you need to have:
1. A full installation of gallery2 with its database
2. A full installation of zencart with its database.
You MUST follow gallery2 install instructions, as I believe there is a certain order of installation processes, when integrating with Zencart.