Yes, this is an issue with the configuration of PHP on your server. Zenphoto does not require either the `pdo_mysql` or the `pdo-sqlite` modules (but will use them if present and if you choose to activate them in setup.)
But as Setup has said the support is not installed, we can presume that the site has botched the PHP configuration/installation.
So far as I know, Zenphoto would not be causing those messages as they appear to be happening when PHP initializes itself.