I have 2 problem:

-language don't change in italian
-there is a tutorial to add a lightbox in a theme?

my site: platini76.altervista.org/zenphoto

How is it that you are trying to change the language?

Please search the forum there are several threads about lightbox and other box derivates. Also it is quite the same as decribed on the lightbox site itsefl.

i find this tutorial http://www.lokeshdhakar.com/projects/lightbox2/ but my question is: what is my header?? which file?

You know the header each html file has, don't you? If not you probably really should learn some html basics first.

To answer the other question: The header of the file you want to use the lightbox on. If you want the lightbox if you click on a thumbnail that would be album.php. Please read the theming tutorial to get familiar with the structure of Zenphoto themes.