The long hand way is to:
1. Create a table in Dreamweaver
2. Create some thumbnail images of the full size pics you want to use.
3. Populate the table with the thumbnails by inserting them into each table cell using the "insert image" option in Dreamweaver.
4. Click on each inserted thumbnail in turn and, using the "properties" window, insert the Link to the full size image in the Link window.
Save the html file and press F12 to test the page...... and there you are.
You can buy software to create galleries for you but you can also use the freeware click here to do it too.