1) That should work. Did you refresh the page? (sometimes you need to refresh more than once)
Note that you'll need some CSS modifications too otherwise it will look ugly.
2) and in general:
Anything is possible (almost) but requires some basic knowledge of HTML, CSS and PHP.
Zenphoto is meant to be used as a starting point and provides a few themes as examples.
Unfortunately we simply lack the resources to provide more themes and there are also just a few 3rd party themes that are actively maintained.
If, after this, you still want to give it a shot, this is the place to start:
http://www.zenphoto.org/news/theming-tutorial/