Hi,

What's the best approach to implement a comment notification by email to all registered users.
Or when someone makes a comment everyone who commented that picture before receive a notification by email?

I didn't found any plugin to do that.. just the admin gets notifications.

A plugin using the filter hooks for comments. You found no plugin because none exists. Instead RSS is available to subscribe to.

As RSS works for each image separately. What is file name/location of the code needs to be edited, to do this.
Thank you.

You need to write a plugin using the filters available:
http://www.zenphoto.org/news/zenphoto-plugin-architecture

Thank you for your reply, I have limited knowledge of php I am going to achieve this with a python script using cron.

Sure, whatever works for you. Let us know when it is ready so we can list it on the extensions section.