Hello,
i see a not published photo page with zenphoto 1.1.14 under his direct link.
the album and subalbum are also not published, and there displays no thumbs.
it's in a brandnew installation. default theme, etc.
only the "imgnav" (prev/next) is not displayed.

Unpublished items are always accessible via the direct link if someome knows it.

Also as the full admin being loggedin you also see unpublished items listed which normal users don't. Please also see:
http://www.zenphoto.org/news/an-overview-of-zenphoto-users/#rules-of-protection-andvisibility-for-zenphoto-obj

"Not published/not password protected: People have to "know about" these items to view them. (That is they need to know the URL, they will not show in menus if the visitor does not have the appropriate credentials.)"
uncool. Well, better than nothing.