Step1: If you have not already created a gallery then first create one through the "Media gallery Manager Module" and add a few media to this gallery.

Step2: Once a gallery is created, go to "admin options" page of this module and select the gallery you want to display. You can just choose the gallery for the first time and press save. Later visit admin options again to further refine how gallery will like.

(you can visit this help again by clicking on module actions->help)