I've spared you the rest of the list. It could go on for a long ways. The "alphabet" at the top is the way to navigate long lists. If you have really a lot of pictures (hundreds, thousands), then you can create separate title pages for each letter, with the list of picture names for only that letter instead of this long one. The alphabet on the main page would then link to each of those pages. You'd want to have at least one picture for each letter in that case.

The "All the pictures..." text block could be a much longer (and more intelligent :-) description of your content.

Clicking the picture icon takes you to the full-size picture (just the picture). You can change the icon. You can also change the word "Desc" that links to the thumbnail view. You can even put a link to another small image there instead of a word, such as:
<Img Src="Images/Icons/PictSml.gif" Width="10" Height="12">
Then you'd get another small icon to click.

If you uncheck "icon?" on the Title page, then the name of the picture will be the link. You can change how the links look with CSS in the style sheet.