When I was using only ZenPhoto, visitors came to a page with all of my galleries shown to browse through.

With ZenPage, there does not appear to be a link or way for a visitor to easily do this except to find and explore individual albums from the Archive.

Am I missing some button or tool that would allow a visitor to see a page of all albums or do I need to create a "Page" and insert a link to each gallery?

Thanks is advance.

First some term definition as they are commonly used on Zenphoto to avoid misunderstandings: Gallery = your Zenphoto installation
Albums = what you refer to as "galleries"

There is but it depends how you have setup the theme. If you have the "news on index" option for the Zenpage plugin set there is no gallery index (=album overview). (note: Zenpage plugin and Zenpage theme are two things). Otherwise it is on the index page.

If you are using the menu manager plugin you can setup your menu like you wish yourself and add a gallery index links. Just take a look at the menu tab on hte backend.

If you don't use the menu manager but the standard menu functions then you will have to change a parameter on the printAlbumMenu() function call in thes sidebar.php of the theme yourself to get a gallery index link with that. See the documentation on:
http://www.zenphoto.org/documentation/plugins/_zp-extensions---print_album_menu.php.html#functionprintAlbumMenu