In addition to the "slideshow" functionality demonstrated on the home page of this demo site, you can set up a single gallery on a page to include all your photos, or you can include a "gallery of galleries".
Within a gallery, simply clicking on a photo will enlarge it in a "lightbox" so it appears in front of your page. If the photo has a caption, it will be displayed. You can move back and forward easily between photos. Try clicking a photo in the gallery below...
With a list of galleries, each gallery is represented by a single thumbnail image. Clicking that image will take you to the full gallery. Try clicking one of the thumbnail images below to be taken to the Squash or Tennis gallery.