I have installed a ZenPhoto gallery as part of my website. It is separate but linked. I modified the theme index.php to use the same header and footer as the parent site so it looks the same. However, when I open a gallery the header is missing. The footer is there. It must be using a different index file to display the images but I can't see which one I need to edit. Could you help please, advise the correct file.

Problem partially solved. I found the album.php file. So that now looks fine. But it doesn't work for the individual images.

Edited the image.php file. Now fine. Hope there aren't any more.

That would be the image.php file. Please review the theming tutorial for the basics:
https://www.zenphoto.org/news/theming-tutorial/