First of all, you need to be sure that you have chosen for ambedded with geeklog and if you have given the right path to geeklog at the installation. Then every thing should work just fine. If every thing was done correctly and you enter the path to your gallery you will see gallery in geeklog (your header and your blocks on the right).
You'll have to make youre own link to gallery, by hardcoding it in the header.thtml file or by putting it in a block.
dimis-site.be