Would it be possible to add an artist biography from the backend for example: Picasso: name, age, city of birth, ...

You could use Zenpage pages and call their contents where you like it to be printed. It will require modification of your theme used naturally. Sorry this is really the general answer to most things, Zenphoto is really flexible regarding layout but it requires theme work.

An alternative might be the album description if you have an album per artist for example.