This file is not in the install directory. I've treid making it myself but no joy getting it to work.

Setup was not able to create this file. You will need to copy the zp-core/zenphoto_cfg.txt file to zp-data/zenphoto.cfg.php then edit it as indicated in the file’s comments.

Then probably something is not right with your file/folder permissions. Please see the user guide on that.

As the message tells you find the config file template within zp-core/zenphoto_cfg.txt. Rename it, copy it to zp-data and fill the database credentials as indicated within in the file-