Well, that is the usual answer probably by most hosts…
Zenphoto creates symlinks using the native PHP function:
https://www.php.net/manual/en/function.symlink.php
The resulting symlink is basically a server level thing. It's a kind of file that points elsewhere (you cannot open or download it via FTP for example).
If all fails ss suggested above you can also disable those symlinks that by "hacking" some definitions a little. Open `zp-core/global-definitions.php` and change
define('SYMLINK', function_exists('symlink') && strpos(@ini_get("suhosin.executor.func.blacklist"), 'symlink') === false);`
to
define('SYMLINK', false);
Symlinks are not require, they just prevent images to be cached that already have the size the cache requests to save some space.