Hello, on a fresh installation (via shell command line), there is this message on the start-website.

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zp-data-Protokollsicherheit [ist gefährdet]
Warnung!

Zenphoto empfiehlt, die sensiblen Dateien im zp-data-Order nur für den Owner zugänglich zu machen (Zugrifssrechte = 0600). Die Dateizugriffsrechte für setup.log sind 0644, was unerlaubten Zugriff erlauben kann.

What do I have to do exactly?

Please remember this forum is English only so always post the original English message (I do understand German though).

It is recommend to change the rights on that folder. You can do that for example via FTP and possibly via the command line, too.

Which folders and which files must have 0600? All? or only one "setup.log"?

All files within as there are some more like hte config file and other logs.