I just did a new install and uploaded 15,000 images.

There is no "auto cache images" like previous versions of zenphoto.

does zenphoto do this automatically? or does a visitor have to click on a album or subalbum to have those pictures cached?

thanks

Answered lots of times on the forum. Please see:
http://www.zenphoto.org/news/is-it-really-necessary-to-pre-cache-my-images-at-all-

And if you really need to do it:
http://www.zenphoto.org/news/cacheImages

As always themes may choose to use custom images sizes that are not covered by that plugin as it uses the default image sizes (it cannot know what a theme may set directly). So precaching is useless anyway in that case.