I did read the installation- list on zenphoto-org and followed the steps.
I downloaded the version zenphoto-1.4.3.1 to use zenphoto for my website.
I do not get a folder zp-data. Is that correct?
I was by then uploading the zip-file via Cyberduck to my webspace explorer. and unfolded the zip package to the webspace folder.
So far all works.
I navigated to the gallery-folder correctly.
Where then can I write MySQL- credentiels?
Th ewebsite does not show up so far with ZenPhoto- but as a default-site..
hm

If you navigated to gallery correctly then you would have seen the setup page and you would have been asked to supply your database credentials.
So please check the path to your installation again.

EDIT: The zp-data folder is created during setup.