Is there a way to hide the "/pages/" part of the url so www.mydomain.com/pages/mypage become www.mydomain.com/mypage ?

Should be possible by changing the related rules. Still Zenphoto will generate the urls that way anywhere.

How can I do it?

By modifying the htaccess file (again on any update of course). There are tutorials on the net how to do this. Note we have not tried or tested that.

You will not likely be successful in simply removeing the "pages" part of the URL as then Zenphoto will presume that the link is to an album. You could change the "spelling" to something different in your rewrite rules. But Zenphoto would still generate links using "pages" unless you also change the core.