In Pub 2003 go to Insert > Page > Photos and choose between Photo Gallery
and Photo Gallery with Links.
A photo gallery is basically a page with thumbnail images that link to full
size images on different pages. Browse the internet and find a gallery you
like and produce a similar design using Publisher...its really not that
hard.
Are you in a print publication or a web publication?
Big difference.
If you created the latter then under Insert menu, Page, Page type, there is
a Photos section with 3 photo page options.