I have been scratching my head, but I am no good at programming. I use the default theme, works great, I just want to add a small banner right below the image, or below the album page ... or just in the footer, whatever! How would I go about doing this?

You will need to invest some time to learn html basics and to learn how Zenphoto themes works at all. Then place the add code where you wish it to appear.

I know basic HTML, I just don't know where the code is allowed. I do not now how javascript meshes with the theme code.

I have tried dumping the google adsense code in a few places, but it doesn't display, doesn't even give me an error!

Anymore thoughts on it? Even after trying to just plug it in, I cannot get it! Is there some other way I can do this?

I just want it to be shown on the bottom of picture, or in the gallery.

In general, you look at your chosen theme in the /themes folder.

If you stay close to a standard theme, make a copy of the theme (either through the admin interface or via cut and paste) and modify the relevant pages. More instructions at:
http://www.zenphoto.org/news/category/theming-templating
(look first for the theming tutorial).

Two great tools to help you identify which parts of the theme code you have to modify are the following Firefox extensions: "Web Developer" (there is also a version for Chrome) and "Firebug"