Both these folders are integral to the operation of zenphoto, so cannot change "on the fly". However, both can be changed. Change the define for ZENFOLDER in functions-basic.php and setup.php. Change the album folder in the zp-config.php file.
There is in fact a one-click icon to publish albums/subalbums. It is on the album edit page with all the album/subalbum icons. There is also a checkbox on the admin/album edit tab.
Published status is by individual album. If you want, you can change the default to have them unpublished to start with. Use the Schedule Content utility (overview page of admin.php)