I did this in Net Objects Fusion 4.0 click here
You can create the thumbnails from the photos with Irfan View click here to make them all the same width to fit neatly in a table. Then link each thumbnail to its own page like I have, or directly to the JPG file on your hard disk like this: click here
I chose the first method because I wanted to have some text to explain the image. The second method is simpler.
Irfan View can also create an HTML page of thumbnails linked to images, which you could link to your site. This approach would save time if you wanted to link hundreds of thumbnails because Irfan View does all of the hard work for you. click here to see an empty thumbnail page I produced in Irfan View. The links are all broken now as I deleted the images, but you can get the idea. One just selects the photographs in Irfan View's thumbnail browser, and tells it to create an HTML page with x columns of thumbnails.