I have a last script of Zenphoto Gallery.
Captcha doesn't show on my Gallery (Comment section). Instead this only word "Code"....
Theme is dafault.

A link please. Also check the file and folder permissions and the error log of your server.

http://photo.vglebov.ru

what folder permission?

Re-run setup and it should report about file and folder permissions. Also please read on the troubleshooting.

Your site reports an error:
http://photo.vglebov.ru/zp-core/c.php?i=c9cfccde8b - invalid gateway

solved
I changed the language to English and everything was fine

I reinstall Zenphoto and and got this message...

Spam filter: none
CAPTCHA generator: zenphoto

Why? Aa I know Spam Filter include in distr...

http://vglebov.ru/photos

Spamfilter is set to none. You can set it to simple or download one of the third-party spamfilters from the Extensions