Sorry, I am new to Zenphoto. Can I make a shorter and easier remember URL for the album. Currently, it is: mydomain.com/photo/index.php?album=adam . Can I change it to: mydomain.com/photo/adam ? Million thanks!

Your server needs to support .htaccess/mod_rewrite for that. Setup will report if it has and provide some options and to create the necessary .htaccess file.