in other media cms (like picasa) it is possible to invite unregistered users to view an private album without creating an account. Do this feature exists for zenphoto?

We have guest users. Also you can make an album unpublished with published images that is accessible via direct link if known but not appearing elsewhere:
http://www.zenphoto.org/news/an-overview-of-zenphoto-users

How can i create a guest user? Which plugin should be installed?

Guest user is an incorrect term. What you want is to create a password for your album. (You may also create a user) Then you supply these credentials to whomever you want to be able to view the album.

All this is on the albums tab for the album.

How can I create a password for my album? There is no textbox, who called password. There are some comboboxes for sorting, textboxes for description, ... but nothing to set a password. Do i need a plugin?

Click on the text that reads "Album password"

Zenphoto version 1.4.5.9 [12ad1f92fa] - Default theme / german language. there is no text that reads "Album password".

In German it is "Albumpasswort" and is below the album description and above the date.