environment :
WinXP SP3
Appserv 2.5.9 / 2.5.10
zenphoto 1.2.6
running on localhost

problem :
PHP setlocale() failed

Warning!

Locale functionality is not implemented on your platform or the specified locale does not exist. Language translation may not work.
See the troubleshooting guide on zenphoto.org for details.

how to solve it?
thanks all...

As the error suggest you have to install or enable the server it on your server. Please read the troubeshooting guide about setlocale.

how to install ?

You mean the locale stuff on the server? For that you have to ask you service provider.

I have this same issue, though i had ignored it as it was only a warning

"Warning!

Locale functionality is not implemented on your platform or the specified locale does not exist. Language translation may not work.
See the troubleshooting guide on zenphoto.org for details."

I AM the service provider in this case as I'm trying to run zenphoto on a local windows dev box, php 5.3.1, apache 2.2, mysql

setlocal() appears to be built into PHP without requiring additional modules, though I have php_intl installed as well just in case (i've tried "en.UTF-8", "en_utf8" and later "en_us_utf8" set as default locale in php.ini)

As the warning says. If you don't need translations just ignore it. If you need it you need to enable or install it on your server. You might also read: http://www.zenphoto.org/2009/03/troubleshooting-zenphoto/#24