I installed and it took me to form for admin:
http://www.mywebsite.org/zenphoto/zp-core/admin.php?from=/zenphoto/zp-core/admin-users.php

When I go to http://www.mywebsite.org/zenpho to I see my to new users albums but no way to logon--whats up.

If you want a link/form on your theme pages you have to have the theme provide that. Zenphoto distributed themes will do so if the user_login-out plugin is enabled.

Ok plugin worked but what the heck is the URL for regular users login form or it is it just the same as the admin one?

Which is:
http://www.madisoncapitolsgirls.org/zenphoto/zp-core/admin.php?from=/zenphoto/zp-core/admin-users.php

It is the same form, a regular user is just a user with less admin rights.

The link for all users to log-in is <domaine>/zenphoto/zp-core/admin.php (or with rewrite rules <domine>/zenphoto/admin) but the plugin does record where the login should return.