That will depend on how you'd like your gallery to function within your website.
The process described above would result in the Gallery becoming a standalone website in it's own right, in which case you would link to it from your original website/homepage.
If you describe your site a little more or supplied a link to what you have online thus far someone here might be in a position to offer advice that would be more suitable for your website design plan. If your site 'works' locally on your machine at home then it may just be a folder heirarchy/link issue hindering it from functioning online.
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